+291.3%
IR vs EVRG
+121.8%
+169.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.7% | +1.4% |
| 7D | -2.8% | +1.1% | -3.9% | -3.2% |
| 30D | -15.1% | -1.0% | -14.1% | -14.9% |
| 3M | +6.1% | +0.4% | +5.7% | +5.8% |
| 6M | -16.8% | -0.8% | -16.0% | -16.7% |
| YTD | -3.5% | +15.3% | -18.9% | -8.6% |
| 1Y | -3.5% | +17.9% | -21.4% | -9.3% |
| 3Y | +9.5% | +71.9% | -62.5% | -11.4% |
| 5Y | +45.1% | +45.3% | -0.2% | +24.6% |
| All | +291.3% | +121.8% | +169.5% | +225.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling