+302.3%
NEM vs EVRG
+113.9%
+188.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | -1.0% | +0.1% | -1.1% | -1.0% |
| 30D | +7.8% | -1.2% | +9.1% | +8.2% |
| 3M | +30.2% | -0.6% | +30.8% | +30.2% |
| 6M | +9.6% | +2.4% | +7.2% | +8.4% |
| YTD | +27.8% | +15.5% | +12.4% | +21.2% |
| 1Y | +60.7% | +16.8% | +43.9% | +51.8% |
| 3Y | +245.3% | +75.0% | +170.3% | +186.3% |
| 5Y | +155.3% | +49.3% | +106.0% | +120.5% |
| All | +302.3% | +113.9% | +188.4% | +192.2% |
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