+57.0%
T vs EVRG
+65.8%
-8.9%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -6.1% |
| 3M | -7.5% | +6.8% | -14.3% | -10.3% |
| 6M | -9.9% | +7.7% | -17.7% | -13.0% |
| YTD | -6.4% | +24.9% | -31.3% | -15.7% |
| 1Y | -9.4% | +18.1% | -27.5% | -16.3% |
| 3Y | +64.9% | +101.9% | -37.1% | +19.3% |
| 5Y | +57.0% | +67.0% | -10.0% | +19.3% |
| All | +57.0% | +65.8% | -8.9% | +19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling