+70.3%
T vs EVRG
+113.9%
-43.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +1.9% |
| 7D | +1.5% | +0.1% | +1.4% | +1.4% |
| 30D | +7.5% | -1.2% | +8.7% | +8.0% |
| 3M | +14.8% | -0.6% | +15.4% | +15.1% |
| 6M | -1.7% | +2.4% | -4.2% | -2.9% |
| YTD | +8.7% | +15.5% | -6.8% | +2.0% |
| 1Y | -7.5% | +16.8% | -24.3% | -13.8% |
| 3Y | +110.2% | +75.0% | +35.2% | +64.2% |
| 5Y | +71.6% | +49.3% | +22.3% | +41.8% |
| All | +70.3% | +113.9% | -43.7% | +24.4% |
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