-53.4%
S vs EVRG
+65.1%
-118.5%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.9% |
| 7D | +0.1% | -0.7% | +0.7% | +0.1% |
| 30D | -11.8% | 0.0% | -11.8% | -11.8% |
| 3M | +33.9% | -1.0% | +34.9% | +33.9% |
| 6M | +40.1% | +1.0% | +39.1% | +39.9% |
| YTD | +32.1% | +15.1% | +17.0% | +30.3% |
| 1Y | +11.0% | +17.6% | -6.5% | +9.2% |
| 3Y | +16.9% | +70.5% | -53.5% | +10.0% |
| 5Y | -68.9% | +48.9% | -117.8% | -70.5% |
| All | -53.4% | +65.1% | -118.5% | -43.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling