-6.1%
M vs EVRG
+111.7%
-117.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.2% | -2.9% | -3.6% |
| 7D | -4.1% | +0.6% | -4.6% | -4.3% |
| 30D | -13.6% | -0.2% | -13.4% | -13.6% |
| 3M | -2.3% | -0.5% | -1.8% | -2.2% |
| 6M | +21.9% | +0.2% | +21.7% | +21.2% |
| YTD | -0.6% | +14.9% | -15.5% | -7.7% |
| 1Y | +29.7% | +18.2% | +11.5% | +18.5% |
| 3Y | +107.3% | +70.2% | +37.1% | +55.8% |
| 5Y | +20.5% | +45.3% | -24.9% | -3.7% |
| 10Y | -6.1% | +112.4% | -118.5% | -30.8% |
| All | -6.1% | +111.7% | -117.8% | -30.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling