+375.7%
ROIV vs EVRG
+100.3%
+275.3%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.5% | +4.1% | +4.5% |
| 7D | +13.3% | +1.7% | +11.7% | +12.9% |
| 30D | +14.8% | +8.7% | +6.1% | +12.5% |
| 3M | +11.9% | +6.4% | +5.5% | +10.2% |
| 6M | +42.4% | +9.4% | +33.0% | +39.2% |
| YTD | +87.4% | +24.5% | +63.0% | +75.8% |
| 1Y | +97.2% | +20.5% | +76.8% | +87.0% |
| 3Y | +375.7% | +101.6% | +274.1% | +296.6% |
| All | +375.7% | +100.3% | +275.3% | +296.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling