+10,848.8%
JPM vs EVRG
+2,261.5%
+8,587.3%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.7% |
| 7D | +3.5% | +1.4% | +2.1% | +2.8% |
| 30D | +3.3% | +7.4% | -4.1% | -0.3% |
| 3M | -4.2% | +7.2% | -11.4% | -7.5% |
| 6M | +16.4% | +9.5% | +6.9% | +11.0% |
| YTD | +9.5% | +25.6% | -16.1% | -2.9% |
| 1Y | +14.0% | +20.4% | -6.3% | +3.2% |
| 3Y | +153.1% | +108.8% | +44.3% | +71.9% |
| 5Y | +134.9% | +68.0% | +66.9% | +74.7% |
| 10Y | +485.7% | +124.6% | +361.1% | +260.2% |
| All | +10,848.8% | +2,261.5% | +8,587.3% | +2,078.2% |
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