+38.8%
M vs EVRG
+17.4%
+21.3%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.1% | +2.5% |
| 7D | +4.7% | +1.1% | +3.6% | +4.9% |
| 30D | -9.6% | -1.0% | -8.6% | -9.7% |
| 3M | +0.9% | +0.4% | +0.4% | +1.3% |
| 6M | +22.3% | -0.8% | +23.1% | +22.4% |
| YTD | +6.5% | +15.3% | -8.8% | +7.3% |
| 1Y | +38.8% | +17.9% | +20.9% | +36.1% |
| All | +38.8% | +17.4% | +21.3% | +36.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling