+5,122.5%
NI vs EVRG
+2,087.5%
+3,035.0%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.4% | +0.8% |
| 7D | +2.3% | +0.9% | +1.4% | +1.8% |
| 30D | -1.7% | -0.5% | -1.1% | -1.4% |
| 3M | -8.0% | +1.5% | -9.5% | -8.7% |
| 6M | -8.6% | +1.2% | -9.8% | -9.1% |
| YTD | +2.3% | +16.3% | -14.0% | -5.6% |
| 1Y | +6.9% | +20.3% | -13.3% | -3.1% |
| 3Y | +70.6% | +72.3% | -1.8% | +28.0% |
| 5Y | +96.4% | +46.7% | +49.7% | +60.6% |
| 10Y | +136.1% | +113.8% | +22.3% | +60.3% |
| All | +5,122.5% | +2,087.5% | +3,035.0% | +1,258.8% |
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