-44.9%
S vs EVRG
+79.5%
-124.4%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.4% |
| 7D | +1.4% | +3.5% | -2.1% | +1.4% |
| 30D | -10.8% | +9.2% | -20.0% | -10.9% |
| 3M | +5.4% | +8.6% | -3.2% | +5.3% |
| 6M | +41.2% | +10.0% | +31.3% | +40.9% |
| YTD | +56.2% | +25.1% | +31.1% | +53.9% |
| 1Y | +36.3% | +19.5% | +16.8% | +34.9% |
| 3Y | +49.4% | +102.3% | -52.9% | +38.9% |
| 5Y | -66.9% | +66.8% | -133.7% | -67.1% |
| All | -44.9% | +79.5% | -124.4% | -32.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling