+1,851.9%
TER vs EVRG
+113.9%
+1,738.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.3% | +2.5% |
| 7D | +6.4% | +0.1% | +6.3% | +6.3% |
| 30D | -5.7% | -1.2% | -4.5% | -5.4% |
| 3M | -0.4% | -0.6% | +0.2% | -0.6% |
| 6M | +25.8% | +2.4% | +23.4% | +24.0% |
| YTD | +96.4% | +15.5% | +81.0% | +85.6% |
| 1Y | +229.2% | +16.8% | +212.4% | +208.9% |
| 3Y | +288.1% | +75.0% | +213.1% | +207.6% |
| 5Y | +219.9% | +49.3% | +170.6% | +168.4% |
| All | +1,851.9% | +113.9% | +1,738.0% | +1,353.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling