+6,234.5%
IT vs EVRG
+1,180.7%
+5,053.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.5% |
| 7D | +1.1% | +1.4% | -0.3% | +0.5% |
| 30D | -1.8% | +7.4% | -9.2% | -4.5% |
| 3M | +4.8% | +7.2% | -2.4% | +1.9% |
| 6M | +33.0% | +9.5% | +23.5% | +28.1% |
| YTD | -23.8% | +25.6% | -49.4% | -31.1% |
| 1Y | -16.5% | +20.4% | -36.9% | -23.2% |
| 3Y | -53.6% | +108.8% | -162.5% | -66.2% |
| 5Y | -42.1% | +68.0% | -110.1% | -54.4% |
| 10Y | +90.1% | +124.6% | -34.5% | +29.1% |
| All | +6,234.5% | +1,180.7% | +5,053.8% | +1,892.7% |
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