+11,024.8%
JPM vs EVRG
+2,087.5%
+8,937.3%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.9% |
| 7D | -0.4% | +0.9% | -1.3% | -0.8% |
| 30D | -1.1% | -0.5% | -0.6% | -0.9% |
| 3M | +14.1% | +1.5% | +12.6% | +13.1% |
| 6M | +23.3% | +1.2% | +22.1% | +22.1% |
| YTD | +11.3% | +16.3% | -5.1% | +2.5% |
| 1Y | +23.0% | +20.3% | +2.7% | +11.3% |
| 3Y | +162.6% | +72.3% | +90.2% | +96.0% |
| 5Y | +152.8% | +46.7% | +106.1% | +101.1% |
| 10Y | +583.6% | +113.8% | +469.8% | +330.6% |
| All | +11,024.8% | +2,087.5% | +8,937.3% | +2,199.9% |
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