-4.7%
REPL vs EVRG
+98.2%
-102.9%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -0.9% | -1.5% |
| 7D | -9.6% | +0.6% | -10.1% | -9.9% |
| 30D | +5.7% | -0.2% | +5.9% | +5.8% |
| 3M | +56.4% | -0.5% | +56.8% | +56.1% |
| 6M | +67.4% | +0.2% | +67.3% | +67.4% |
| YTD | +48.7% | +14.9% | +33.8% | +37.5% |
| 1Y | +148.3% | +18.2% | +130.1% | +127.5% |
| 3Y | -26.7% | +70.2% | -96.9% | -47.0% |
| 5Y | -54.1% | +45.3% | -99.5% | -64.3% |
| All | -4.7% | +98.2% | -102.9% | -30.1% |
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