-52.0%
REPL vs EVRG
+48.0%
-100.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.2% | -1.5% |
| 7D | -3.0% | +1.1% | -4.1% | -3.4% |
| 30D | +27.1% | -1.0% | +28.1% | +27.4% |
| 3M | +52.4% | +0.4% | +52.0% | +51.7% |
| 6M | +107.4% | -0.8% | +108.3% | +108.8% |
| YTD | +54.7% | +15.3% | +39.4% | +44.5% |
| 1Y | +158.9% | +17.9% | +141.0% | +141.5% |
| 3Y | -23.7% | +71.9% | -95.7% | -42.3% |
| All | -52.0% | +48.0% | -100.0% | -61.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling