+41.5%
NU vs EVRG
+47.4%
-5.9%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -3.0% | -2.7% |
| 7D | -4.9% | +0.1% | -5.0% | -4.9% |
| 30D | +7.8% | -1.2% | +9.0% | +8.1% |
| 3M | +20.9% | -0.6% | +21.5% | +20.9% |
| 6M | +0.9% | +2.4% | -1.5% | +0.1% |
| YTD | -12.7% | +15.5% | -28.1% | -16.4% |
| 1Y | -6.4% | +16.8% | -23.2% | -10.8% |
| 3Y | +98.1% | +75.0% | +23.1% | +63.0% |
| All | +41.5% | +47.4% | -5.9% | +34.8% |
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 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