+298.8%
ROIV vs EVRG
+85.3%
+213.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | +0.9% | +17.9% | +18.6% |
| 7D | +20.2% | +0.9% | +19.3% | +20.0% |
| 30D | +14.1% | -0.5% | +14.7% | +14.3% |
| 3M | +45.6% | +1.5% | +44.1% | +45.1% |
| 6M | +44.1% | +1.2% | +43.0% | +43.6% |
| YTD | +91.2% | +16.3% | +74.8% | +84.0% |
| 1Y | +221.3% | +20.3% | +201.0% | +206.6% |
| 3Y | +229.2% | +72.3% | +156.9% | +188.3% |
| 5Y | +316.5% | +46.7% | +269.8% | +278.8% |
| All | +298.8% | +85.3% | +213.5% | +260.9% |
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