+101,053.8%
TECH vs EVRG
+2,068.9%
+98,984.9%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.4% | +0.1% |
| 7D | +0.1% | +1.1% | -1.0% | -0.2% |
| 30D | +0.7% | -1.0% | +1.7% | +1.0% |
| 3M | +36.3% | +0.4% | +35.9% | +36.1% |
| 6M | +25.6% | -0.8% | +26.4% | +25.7% |
| YTD | +23.7% | +15.3% | +8.4% | +18.5% |
| 1Y | +37.6% | +17.9% | +19.8% | +31.0% |
| 3Y | -6.6% | +71.9% | -78.5% | -20.2% |
| 5Y | -42.2% | +45.3% | -87.5% | -48.7% |
| 10Y | +187.6% | +113.1% | +74.5% | +123.3% |
| All | +101,053.8% | +2,068.9% | +98,984.9% | +44,351.5% |
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