+277.0%
IR vs EVRG
+120.9%
+156.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.6% |
| 7D | -1.9% | +0.6% | -2.5% | -2.1% |
| 30D | -15.0% | -0.2% | -14.8% | -15.0% |
| 3M | -0.4% | -0.5% | 0.0% | -0.3% |
| 6M | -15.0% | +0.2% | -15.2% | -15.2% |
| YTD | -7.1% | +14.9% | -21.9% | -11.8% |
| 1Y | -7.5% | +18.2% | -25.8% | -13.2% |
| 3Y | +6.3% | +70.2% | -63.9% | -13.6% |
| 5Y | +37.3% | +45.3% | -8.0% | +17.9% |
| All | +277.0% | +120.9% | +156.1% | +214.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EVRG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling