+125.8%
M vs EVRG
+71.7%
+54.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.1% | +2.7% |
| 7D | +4.7% | +1.1% | +3.6% | +4.4% |
| 30D | -9.6% | -1.0% | -8.6% | -9.5% |
| 3M | +0.9% | +0.4% | +0.4% | +0.6% |
| 6M | +22.3% | -0.8% | +23.1% | +22.3% |
| YTD | +6.5% | +15.3% | -8.8% | +1.2% |
| 1Y | +38.8% | +17.9% | +20.9% | +30.3% |
| All | +125.8% | +71.7% | +54.0% | +62.7% |
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