+218.2%
TER vs EVRG
+46.7%
+171.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.9% | +3.4% | +4.0% |
| 7D | +11.0% | +0.9% | +10.1% | +10.8% |
| 30D | -1.9% | -0.5% | -1.3% | -1.8% |
| 3M | -0.7% | +1.5% | -2.2% | -1.4% |
| 6M | +36.4% | +1.2% | +35.2% | +35.3% |
| YTD | +92.4% | +16.3% | +76.1% | +84.6% |
| 1Y | +213.5% | +20.3% | +193.3% | +197.4% |
| 3Y | +277.2% | +72.3% | +204.9% | +216.4% |
| All | +218.2% | +46.7% | +171.5% | +169.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling