+707.9%
P vs EVRG
+122.0%
+585.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.5% | +5.8% | +6.2% |
| 7D | -9.6% | +1.7% | -11.3% | -10.1% |
| 30D | -33.4% | +8.7% | -42.1% | -35.1% |
| 3M | +14.2% | +6.4% | +7.8% | +12.0% |
| 6M | +31.6% | +9.4% | +22.2% | +27.7% |
| YTD | +53.5% | +24.5% | +29.0% | +43.0% |
| 1Y | +14.2% | +20.5% | -6.3% | +7.4% |
| 3Y | +190.5% | +101.6% | +88.9% | +126.1% |
| 5Y | +256.3% | +67.5% | +188.9% | +191.4% |
| 10Y | +707.9% | +122.3% | +585.5% | +502.2% |
| All | +707.9% | +122.0% | +585.9% | +502.2% |
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