-10.0%
LOW vs EVRG
+72.0%
-82.0%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | -2.6% | -0.7% | -1.9% | -2.4% |
| 30D | -11.1% | 0.0% | -11.2% | -11.2% |
| 3M | -8.5% | -1.0% | -7.5% | -8.1% |
| 6M | -20.8% | +1.0% | -21.8% | -21.2% |
| YTD | -17.2% | +15.1% | -32.3% | -21.7% |
| 1Y | -24.7% | +17.6% | -42.3% | -29.7% |
| All | -10.0% | +72.0% | -82.0% | -31.0% |
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 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