+1,514.2%
RF vs EVRG
+2,068.9%
-554.7%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.2% |
| 7D | +1.3% | +1.1% | +0.2% | +0.7% |
| 30D | -3.6% | -1.0% | -2.6% | -3.2% |
| 3M | +8.1% | +0.4% | +7.7% | +7.7% |
| 6M | +11.5% | -0.8% | +12.3% | +11.6% |
| YTD | +15.6% | +15.3% | +0.2% | +6.9% |
| 1Y | +15.7% | +17.9% | -2.2% | +5.6% |
| 3Y | +86.9% | +71.9% | +15.0% | +39.9% |
| 5Y | +89.8% | +45.3% | +44.6% | +52.6% |
| 10Y | +344.7% | +113.1% | +231.6% | +188.1% |
| All | +1,514.2% | +2,068.9% | -554.7% | +376.7% |
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