+995.4%
TER vs EVRG
+124.6%
+870.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.6% | -6.0% | -5.6% |
| 7D | +14.4% | +1.4% | +12.9% | +13.9% |
| 30D | -30.6% | +7.4% | -38.0% | -32.3% |
| 3M | -39.2% | +7.2% | -46.4% | -40.7% |
| 6M | -31.3% | +9.5% | -40.7% | -33.8% |
| YTD | +29.1% | +25.6% | +3.5% | +18.4% |
| 1Y | +47.4% | +20.4% | +27.1% | +37.1% |
| 3Y | +191.2% | +108.8% | +82.4% | +116.3% |
| 5Y | +74.0% | +68.0% | +6.0% | +40.0% |
| All | +995.4% | +124.6% | +870.8% | +681.0% |
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