+250.4%
ROIV vs EVRG
+45.5%
+204.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.6% |
| 7D | +0.6% | +1.1% | -0.5% | +0.4% |
| 30D | +1.0% | -1.0% | +2.0% | +1.2% |
| 3M | +18.3% | +0.4% | +17.9% | +18.1% |
| 6M | +18.3% | -0.8% | +19.2% | +18.4% |
| YTD | +61.0% | +15.3% | +45.6% | +54.2% |
| 1Y | +177.9% | +17.9% | +160.0% | +164.5% |
| 3Y | +199.1% | +71.9% | +127.1% | +155.6% |
| All | +250.4% | +45.5% | +204.8% | +192.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling