+45.2%
NU vs EVRG
+46.7%
-1.5%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -0.9% | -1.8% |
| 7D | -2.6% | +0.6% | -3.2% | -2.7% |
| 30D | +8.2% | -0.2% | +8.5% | +8.3% |
| 3M | +26.3% | -0.5% | +26.7% | +26.2% |
| 6M | +2.2% | +0.2% | +2.1% | +2.0% |
| YTD | -10.4% | +14.9% | -25.3% | -14.1% |
| 1Y | -3.0% | +18.2% | -21.2% | -7.9% |
| 3Y | +120.3% | +70.2% | +50.1% | +83.1% |
| All | +45.2% | +46.7% | -1.5% | +38.5% |
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