+476.5%
M vs EVRG
+1,702.7%
-1,226.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.3% |
| 7D | +5.0% | +3.5% | +1.5% | +3.6% |
| 30D | +10.6% | +9.2% | +1.4% | +6.7% |
| 3M | +1.6% | +8.6% | -7.0% | -1.9% |
| 6M | +30.8% | +10.0% | +20.9% | +25.5% |
| YTD | +16.9% | +25.1% | -8.2% | +5.8% |
| 1Y | +26.3% | +19.5% | +6.7% | +16.3% |
| 3Y | +158.6% | +102.3% | +56.3% | +89.6% |
| 5Y | +2.1% | +66.8% | -64.7% | -20.0% |
| 10Y | -4.3% | +125.0% | -129.4% | -34.8% |
| All | +476.5% | +1,702.7% | -1,226.2% | +110.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling