+790.0%
NOW vs EVRG
+114.7%
+675.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.9% | -5.8% | -5.2% |
| 7D | -6.1% | +0.9% | -7.0% | -6.3% |
| 30D | +7.5% | -0.5% | +8.0% | +7.6% |
| 3M | +17.5% | +1.5% | +16.0% | +16.8% |
| 6M | +7.9% | +1.2% | +6.8% | +6.8% |
| YTD | -12.4% | +16.3% | -28.7% | -17.3% |
| 1Y | -28.6% | +20.3% | -48.8% | -33.4% |
| 3Y | +11.8% | +72.3% | -60.5% | -9.1% |
| 5Y | +2.6% | +46.7% | -44.1% | -12.1% |
| 10Y | +790.0% | +113.8% | +676.2% | +559.1% |
| All | +790.0% | +114.7% | +675.3% | +559.1% |
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