+102.9%
T vs EVRG
+71.7%
+31.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.5% | -1.2% |
| 7D | -3.1% | +0.6% | -3.6% | -3.3% |
| 30D | +4.6% | -0.2% | +4.8% | +4.6% |
| 3M | +12.2% | -0.5% | +12.7% | +12.5% |
| 6M | -6.5% | +0.2% | -6.6% | -6.6% |
| YTD | +4.9% | +14.9% | -10.0% | -2.1% |
| 1Y | -10.5% | +18.2% | -28.7% | -17.9% |
| All | +102.9% | +71.7% | +31.2% | +55.1% |
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