+9,717.5%
TER vs EVRG
+2,252.5%
+7,465.1%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.8% | -0.5% |
| 7D | -8.9% | +3.5% | -12.4% | -10.3% |
| 30D | -39.1% | +9.2% | -48.3% | -41.6% |
| 3M | -32.8% | +8.6% | -41.4% | -35.4% |
| 6M | -31.7% | +10.0% | -41.7% | -35.2% |
| YTD | +26.9% | +25.1% | +1.8% | +13.7% |
| 1Y | +33.6% | +19.5% | +14.0% | +22.0% |
| 3Y | +181.5% | +102.3% | +79.2% | +98.9% |
| 5Y | +76.1% | +66.8% | +9.3% | +34.3% |
| 10Y | +1,006.2% | +125.0% | +881.2% | +595.5% |
| All | +9,717.5% | +2,252.5% | +7,465.1% | +2,429.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling