+50.9%
O vs EVRG
+113.2%
-62.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.0% |
| 7D | -3.5% | -0.7% | -2.8% | -3.1% |
| 30D | -3.3% | 0.0% | -3.3% | -3.4% |
| 3M | -2.8% | -1.0% | -1.9% | -2.3% |
| 6M | -5.8% | +1.0% | -6.7% | -6.5% |
| YTD | +9.4% | +15.1% | -5.7% | +0.4% |
| 1Y | +5.7% | +17.6% | -11.9% | -4.4% |
| 3Y | +27.2% | +70.5% | -43.2% | -8.2% |
| 5Y | +17.2% | +48.9% | -31.7% | -9.5% |
| All | +50.9% | +113.2% | -62.3% | -10.0% |
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