+3.7%
U vs EVRG
+17.4%
-13.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -1.4% |
| 7D | -3.8% | +1.1% | -4.9% | -3.0% |
| 30D | +17.5% | -1.0% | +18.5% | +16.4% |
| 3M | +38.7% | +0.4% | +38.3% | +39.9% |
| 6M | +104.4% | -0.8% | +105.3% | +102.9% |
| YTD | -5.7% | +15.3% | -21.0% | +9.2% |
| 1Y | +3.7% | +17.9% | -14.2% | +32.7% |
| All | +3.7% | +17.4% | -13.8% | +32.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling