+189.8%
NOC vs EVRG
+113.9%
+75.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | +0.8% | +0.1% | +0.7% | +0.7% |
| 30D | -9.7% | -1.2% | -8.5% | -9.2% |
| 3M | -5.6% | -0.6% | -5.0% | -5.4% |
| 6M | -28.6% | +2.4% | -31.0% | -29.4% |
| YTD | -7.9% | +15.5% | -23.3% | -13.5% |
| 1Y | -9.5% | +16.8% | -26.4% | -15.5% |
| 3Y | +28.4% | +75.0% | -46.6% | -0.3% |
| 5Y | +59.0% | +49.3% | +9.6% | +31.1% |
| All | +189.8% | +113.9% | +75.9% | +113.7% |
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