+90.9%
NTR vs EVRG
+113.0%
-22.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.6% | -2.5% |
| 7D | -2.5% | -0.7% | -1.8% | -2.3% |
| 30D | +17.0% | 0.0% | +17.0% | +17.0% |
| 3M | +22.2% | -1.0% | +23.1% | +22.4% |
| 6M | +5.2% | +1.0% | +4.2% | +4.5% |
| YTD | +29.7% | +15.1% | +14.6% | +23.4% |
| 1Y | +39.4% | +17.6% | +21.8% | +31.6% |
| 3Y | +38.2% | +70.5% | -32.3% | +14.6% |
| 5Y | +47.6% | +48.9% | -1.3% | +26.9% |
| All | +90.9% | +113.0% | -22.1% | +44.7% |
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 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