+6,045.6%
IT vs EVRG
+1,076.3%
+4,969.3%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.5% | -4.1% | -4.4% |
| 7D | -6.0% | +1.1% | -7.1% | -6.4% |
| 30D | 0.0% | -1.0% | +1.0% | +0.3% |
| 3M | +13.1% | +0.4% | +12.7% | +12.9% |
| 6M | +11.7% | -0.8% | +12.5% | +11.6% |
| YTD | -26.1% | +15.3% | -41.4% | -30.8% |
| 1Y | -21.3% | +17.9% | -39.1% | -27.0% |
| 3Y | -46.7% | +71.9% | -118.7% | -58.1% |
| 5Y | -40.5% | +45.3% | -85.8% | -50.3% |
| 10Y | +103.9% | +113.1% | -9.2% | +41.5% |
| All | +6,045.6% | +1,076.3% | +4,969.3% | +1,900.0% |
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