+719.3%
NYT vs EVRG
+2,071.0%
-1,351.7%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.1% | +0.4% |
| 7D | -0.6% | +0.1% | -0.7% | -0.6% |
| 30D | +4.6% | -1.2% | +5.8% | +4.9% |
| 3M | -9.6% | -0.6% | -9.0% | -9.5% |
| 6M | -14.0% | +2.4% | -16.4% | -14.9% |
| YTD | -2.8% | +15.5% | -18.3% | -7.4% |
| 1Y | +15.6% | +16.8% | -1.2% | +9.6% |
| 3Y | +56.3% | +75.0% | -18.7% | +29.8% |
| 5Y | +39.5% | +49.3% | -9.8% | +20.6% |
| 10Y | +488.0% | +113.5% | +374.6% | +333.1% |
| All | +719.3% | +2,071.0% | -1,351.7% | +230.4% |
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