+1,449.6%
NET vs EVRG
+64.9%
+1,384.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.9% |
| 7D | -7.0% | +1.1% | -8.1% | -7.1% |
| 30D | -4.8% | -1.0% | -3.8% | -4.7% |
| 3M | +3.8% | +0.4% | +3.4% | +3.6% |
| 6M | +50.0% | -0.8% | +50.9% | +49.9% |
| YTD | +41.5% | +15.3% | +26.1% | +37.4% |
| 1Y | +32.8% | +17.9% | +14.9% | +28.3% |
| 3Y | +335.9% | +71.9% | +264.0% | +287.1% |
| 5Y | +113.8% | +45.3% | +68.6% | +96.1% |
| All | +1,449.6% | +64.9% | +1,384.7% | +1,265.0% |
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 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