+33.2%
Q vs EVRG
+17.2%
+16.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.4% |
| 7D | +6.6% | +2.5% | +4.1% | +6.9% |
| 30D | +2.7% | +8.4% | -5.7% | +3.2% |
| 3M | -8.4% | +8.6% | -17.0% | -8.0% |
| 6M | -17.3% | +7.7% | -25.0% | -17.4% |
| YTD | +55.3% | +25.0% | +30.3% | +42.1% |
| 1Y | +31.5% | +18.7% | +12.7% | +24.1% |
| All | +33.2% | +17.2% | +16.0% | +27.5% |
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 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