+1,402.2%
RF vs EVRG
+2,228.5%
-826.3%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -0.9% | +1.9% | -2.8% | -1.8% |
| 30D | +6.0% | +9.0% | -3.0% | +1.5% |
| 3M | -8.9% | +6.3% | -15.2% | -11.8% |
| 6M | +2.3% | +9.9% | -7.6% | -2.7% |
| YTD | +7.6% | +23.8% | -16.3% | -4.0% |
| 1Y | +21.2% | +19.9% | +1.3% | +9.8% |
| 3Y | +108.5% | +94.3% | +14.3% | +46.8% |
| 5Y | +43.2% | +64.6% | -21.4% | +8.1% |
| 10Y | +288.1% | +121.7% | +166.3% | +146.2% |
| All | +1,402.2% | +2,228.5% | -826.3% | +327.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling