+472.4%
NEM vs EVRG
+2,087.5%
-1,615.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.6% | -1.0% |
| 7D | +3.9% | +0.9% | +3.0% | +3.6% |
| 30D | +12.7% | -0.5% | +13.3% | +12.8% |
| 3M | +28.7% | +1.5% | +27.1% | +28.0% |
| 6M | +9.8% | +1.2% | +8.6% | +9.3% |
| YTD | +28.1% | +16.3% | +11.8% | +23.3% |
| 1Y | +69.3% | +20.3% | +49.1% | +61.7% |
| 3Y | +247.7% | +72.3% | +175.4% | +205.6% |
| 5Y | +153.4% | +46.7% | +106.7% | +129.9% |
| 10Y | +291.3% | +113.8% | +177.5% | +219.7% |
| All | +472.4% | +2,087.5% | -1,615.1% | +269.0% |
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 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