+374.8%
META vs EVRG
+111.9%
+262.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.1% |
| 7D | +6.7% | +1.1% | +5.6% | +6.4% |
| 30D | +4.8% | -1.0% | +5.8% | +5.0% |
| 3M | -1.6% | +0.4% | -2.0% | -1.9% |
| 6M | -7.5% | -0.8% | -6.6% | -7.6% |
| YTD | -6.4% | +15.3% | -21.7% | -10.4% |
| 1Y | -17.3% | +17.9% | -35.2% | -21.5% |
| 3Y | +109.9% | +71.9% | +38.0% | +76.6% |
| 5Y | +65.4% | +45.3% | +20.1% | +45.9% |
| All | +374.8% | +111.9% | +262.8% | +269.9% |
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 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