-47.8%
S vs EVRG
+80.2%
-128.0%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.4% |
| 7D | +2.0% | +1.4% | +0.6% | +2.0% |
| 30D | -2.7% | +7.4% | -10.1% | -2.8% |
| 3M | -6.9% | +7.2% | -14.1% | -6.9% |
| 6M | +38.1% | +9.5% | +28.6% | +37.8% |
| YTD | +48.0% | +25.6% | +22.4% | +45.8% |
| 1Y | +34.5% | +20.4% | +14.1% | +33.0% |
| 3Y | +38.3% | +108.8% | -70.5% | +28.1% |
| 5Y | -70.9% | +68.0% | -138.9% | -71.0% |
| All | -47.8% | +80.2% | -128.0% | -36.2% |
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 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