+336.7%
RF vs EVRG
+114.7%
+222.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.0% | -1.6% |
| 7D | +2.7% | +0.9% | +1.8% | +2.2% |
| 30D | -3.4% | -0.5% | -2.8% | -3.2% |
| 3M | +6.4% | +1.5% | +4.8% | +5.3% |
| 6M | +13.4% | +1.2% | +12.2% | +12.3% |
| YTD | +14.2% | +16.3% | -2.1% | +4.7% |
| 1Y | +15.7% | +20.3% | -4.6% | +3.9% |
| 3Y | +91.3% | +72.3% | +19.0% | +39.7% |
| 5Y | +89.8% | +46.7% | +43.1% | +49.0% |
| 10Y | +336.7% | +113.8% | +222.9% | +211.6% |
| All | +336.7% | +114.7% | +222.0% | +211.6% |
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