+65.5%
T vs EVRG
+102.9%
-37.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | +1.6% | +1.0% | +0.7% | +1.2% |
| 30D | -2.9% | +7.5% | -10.4% | -6.3% |
| 3M | -7.5% | +6.8% | -14.3% | -10.5% |
| 6M | -9.9% | +7.7% | -17.7% | -13.2% |
| YTD | -6.4% | +24.9% | -31.3% | -16.4% |
| 1Y | -9.4% | +18.1% | -27.5% | -16.7% |
| All | +65.5% | +102.9% | -37.4% | +17.1% |
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