+49.4%
S vs EVRG
+101.9%
-52.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.3% |
| 7D | +1.4% | +3.5% | -2.1% | +1.9% |
| 30D | -10.8% | +9.2% | -20.0% | -9.6% |
| 3M | +5.4% | +8.6% | -3.2% | +6.8% |
| 6M | +41.2% | +10.0% | +31.3% | +43.1% |
| YTD | +56.2% | +25.1% | +31.1% | +58.1% |
| 1Y | +36.3% | +19.5% | +16.8% | +38.2% |
| 3Y | +49.4% | +102.3% | -52.9% | +47.1% |
| All | +49.4% | +101.9% | -52.5% | +47.1% |
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