-1.1%
M vs EVRG
+68.4%
-69.5%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +0.5% | +7.6% | +7.9% |
| 7D | +2.5% | +1.7% | +0.9% | +2.0% |
| 30D | +10.1% | +8.7% | +1.4% | +7.3% |
| 3M | -0.9% | +6.4% | -7.3% | -2.8% |
| 6M | +30.2% | +9.4% | +20.8% | +26.4% |
| YTD | +16.3% | +24.5% | -8.2% | +7.5% |
| 1Y | +27.0% | +20.5% | +6.5% | +18.6% |
| 3Y | +154.5% | +101.6% | +52.9% | +90.1% |
| 5Y | -1.1% | +67.5% | -68.5% | -22.9% |
| All | -1.1% | +68.4% | -69.5% | -22.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling