-53.2%
S vs EVRG
+65.5%
-118.7%
-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 | -7.7% | +1.1% | -8.8% | -7.7% |
| 30D | -5.3% | -1.0% | -4.3% | -5.3% |
| 3M | +20.3% | +0.4% | +19.9% | +20.2% |
| 6M | +47.4% | -0.8% | +48.2% | +47.3% |
| YTD | +32.5% | +15.3% | +17.2% | +30.7% |
| 1Y | +9.5% | +17.9% | -8.4% | +7.7% |
| 3Y | +15.5% | +71.9% | -56.4% | +8.5% |
| 5Y | -71.2% | +45.3% | -116.5% | -73.7% |
| All | -53.2% | +65.5% | -118.7% | -42.8% |
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