+1,242.0%
NLY vs EVRG
+832.0%
+410.0%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | -4.0% | +0.1% | -4.1% | -4.0% |
| 30D | -5.2% | -1.2% | -4.0% | -4.9% |
| 3M | +2.8% | -0.6% | +3.4% | +2.9% |
| 6M | +4.2% | +2.4% | +1.8% | +3.0% |
| YTD | +4.7% | +15.5% | -10.8% | -0.9% |
| 1Y | +12.7% | +16.8% | -4.1% | +6.1% |
| 3Y | +62.5% | +75.0% | -12.5% | +31.8% |
| 5Y | +26.3% | +49.3% | -23.0% | +7.9% |
| 10Y | +81.0% | +113.5% | -32.5% | +35.2% |
| All | +1,242.0% | +832.0% | +410.0% | +531.3% |
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 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