+1,622.6%
T vs EVRG
+2,247.9%
-625.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | +1.6% | +1.0% | +0.7% | +1.3% |
| 30D | -2.9% | +7.5% | -10.4% | -5.4% |
| 3M | -7.5% | +6.8% | -14.3% | -9.7% |
| 6M | -9.9% | +7.7% | -17.7% | -12.3% |
| YTD | -6.4% | +24.9% | -31.3% | -13.8% |
| 1Y | -9.4% | +18.1% | -27.5% | -14.9% |
| 3Y | +64.9% | +101.9% | -37.1% | +27.6% |
| 5Y | +57.0% | +67.0% | -10.0% | +28.9% |
| 10Y | +60.8% | +123.3% | -62.5% | +16.2% |
| All | +1,622.6% | +2,247.9% | -625.3% | +471.5% |
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