+67.0%
MAR vs EVRG
+71.7%
-4.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.1% | +1.0% |
| 7D | -0.5% | +0.6% | -1.0% | -0.6% |
| 30D | -4.7% | -0.2% | -4.4% | -4.6% |
| 3M | -15.6% | -0.5% | -15.2% | -15.6% |
| 6M | +1.2% | +0.2% | +1.0% | +1.0% |
| YTD | +7.5% | +14.9% | -7.4% | +4.7% |
| 1Y | +26.6% | +18.2% | +8.4% | +22.8% |
| All | +67.0% | +71.7% | -4.7% | +54.4% |
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