+715.0%
P vs EVRG
+114.7%
+600.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.8% | +1.4% |
| 7D | +7.8% | +0.9% | +7.0% | +7.6% |
| 30D | +12.3% | -0.5% | +12.9% | +12.5% |
| 3M | +37.1% | +1.5% | +35.6% | +36.2% |
| 6M | +66.1% | +1.2% | +64.9% | +65.0% |
| YTD | +50.9% | +16.3% | +34.6% | +43.6% |
| 1Y | +27.2% | +20.3% | +7.0% | +19.7% |
| 3Y | +158.7% | +72.3% | +86.4% | +112.4% |
| 5Y | +291.1% | +46.7% | +244.4% | +235.9% |
| 10Y | +715.0% | +113.8% | +601.2% | +532.2% |
| All | +715.0% | +114.7% | +600.3% | +532.2% |
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