+1,622.6%
T vs EVRG
+2,261.5%
-638.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.2% |
| 7D | +2.5% | +1.4% | +1.1% | +2.0% |
| 30D | -3.8% | +7.4% | -11.2% | -6.2% |
| 3M | -8.7% | +7.2% | -16.0% | -11.1% |
| 6M | -8.1% | +9.5% | -17.6% | -11.1% |
| YTD | -6.4% | +25.6% | -32.0% | -14.0% |
| 1Y | -9.8% | +20.4% | -30.1% | -15.8% |
| 3Y | +65.5% | +108.8% | -43.3% | +26.6% |
| 5Y | +57.0% | +68.0% | -11.0% | +28.6% |
| 10Y | +60.8% | +124.6% | -63.8% | +16.0% |
| All | +1,622.6% | +2,261.5% | -638.9% | +470.3% |
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 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