+1,057.8%
TER vs EVRG
+123.3%
+934.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.7% |
| 7D | +24.0% | +1.0% | +23.0% | +23.6% |
| 30D | -30.6% | +7.5% | -38.1% | -32.4% |
| 3M | -34.5% | +6.8% | -41.3% | -36.1% |
| 6M | -26.4% | +7.7% | -34.1% | -28.7% |
| YTD | +36.4% | +24.9% | +11.6% | +25.4% |
| 1Y | +47.4% | +18.1% | +29.3% | +38.0% |
| 3Y | +202.6% | +101.9% | +100.7% | +127.7% |
| 5Y | +83.9% | +67.0% | +16.9% | +48.3% |
| All | +1,057.8% | +123.3% | +934.4% | +727.0% |
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