+8.5%
IR vs EVRG
+72.7%
-64.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -1.8% |
| 7D | +0.6% | +0.9% | -0.3% | +0.4% |
| 30D | -13.6% | -0.5% | -13.1% | -13.5% |
| 3M | +3.7% | +1.5% | +2.2% | +3.4% |
| 6M | -13.1% | +1.2% | -14.2% | -13.2% |
| YTD | -5.1% | +16.3% | -21.4% | -7.8% |
| 1Y | -6.5% | +20.3% | -26.7% | -9.6% |
| 3Y | +8.5% | +72.3% | -63.8% | -1.3% |
| All | +8.5% | +72.7% | -64.2% | -1.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling