+32.6%
NET vs EVRG
+64.8%
-32.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.9% | -3.5% | -2.6% |
| 7D | -16.4% | +2.3% | -18.7% | -16.5% |
| 30D | -25.8% | +9.0% | -34.8% | -26.5% |
| 3M | -11.5% | +3.7% | -15.2% | -11.9% |
| 6M | +18.9% | +6.8% | +12.1% | +17.8% |
| YTD | +35.2% | +21.9% | +13.3% | +30.3% |
| 1Y | +14.5% | +15.8% | -1.3% | +11.4% |
| 3Y | +313.8% | +90.3% | +223.6% | +250.5% |
| 5Y | +32.6% | +65.1% | -32.5% | +29.3% |
| All | +32.6% | +64.8% | -32.3% | +29.3% |
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