+14.7%
S vs EVRG
+72.7%
-58.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.1% | -2.2% |
| 7D | -5.8% | +0.9% | -6.7% | -5.8% |
| 30D | -9.2% | -0.5% | -8.7% | -9.2% |
| 3M | +23.4% | +1.5% | +21.9% | +23.4% |
| 6M | +36.9% | +1.2% | +35.8% | +37.1% |
| YTD | +29.5% | +16.3% | +13.2% | +29.3% |
| 1Y | +5.4% | +20.3% | -14.8% | +5.0% |
| 3Y | +14.7% | +72.3% | -57.6% | +8.1% |
| All | +14.7% | +72.7% | -58.0% | +8.1% |
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