+154.0%
NEM vs EVRG
+45.7%
+108.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.1% |
| 7D | -3.3% | -0.7% | -2.6% | -3.0% |
| 30D | +7.8% | 0.0% | +7.8% | +7.7% |
| 3M | +36.3% | -1.0% | +37.2% | +36.4% |
| 6M | +6.6% | +1.0% | +5.6% | +5.4% |
| YTD | +27.1% | +15.1% | +12.1% | +16.9% |
| 1Y | +62.3% | +17.6% | +44.8% | +47.5% |
| 3Y | +245.1% | +70.5% | +174.6% | +156.3% |
| 5Y | +154.0% | +48.9% | +105.1% | +94.0% |
| All | +154.0% | +45.7% | +108.3% | +94.0% |
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