+262.0%
TER vs EVRG
+71.2%
+190.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.5% | +6.0% | +5.4% |
| 7D | +0.6% | +1.1% | -0.5% | +0.7% |
| 30D | -8.3% | -1.0% | -7.3% | -8.4% |
| 3M | -12.2% | +0.4% | -12.6% | -12.4% |
| 6M | +17.1% | -0.8% | +17.9% | +16.7% |
| YTD | +84.7% | +15.3% | +69.3% | +85.4% |
| 1Y | +199.9% | +17.9% | +182.0% | +201.0% |
| All | +262.0% | +71.2% | +190.8% | +258.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling