+163.4%
JPM vs EVRG
+72.5%
+90.9%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.4% | +0.7% |
| 7D | -0.7% | +0.1% | -0.8% | -0.7% |
| 30D | -2.5% | -1.2% | -1.2% | -2.2% |
| 3M | +14.1% | -0.6% | +14.8% | +14.2% |
| 6M | +25.1% | +2.4% | +22.7% | +24.2% |
| YTD | +12.1% | +15.5% | -3.3% | +7.4% |
| 1Y | +18.8% | +16.8% | +2.0% | +13.3% |
| 3Y | +163.4% | +75.0% | +88.4% | +122.8% |
| All | +163.4% | +72.5% | +90.9% | +122.8% |
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 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