-22.7%
U vs EVRG
+116.3%
-139.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.6% | +4.7% | +5.2% |
| 7D | +2.6% | +1.4% | +1.1% | +2.4% |
| 30D | +27.6% | +7.4% | +20.2% | +26.7% |
| 3M | +15.3% | +7.2% | +8.1% | +14.5% |
| 6M | +96.4% | +9.5% | +86.9% | +94.1% |
| YTD | +19.6% | +25.6% | -6.0% | +14.9% |
| 1Y | +42.1% | +20.4% | +21.8% | +37.7% |
| 3Y | +87.5% | +108.8% | -21.3% | +58.5% |
| 5Y | -73.1% | +68.0% | -141.1% | -75.9% |
| All | -22.7% | +116.3% | -139.0% | -24.2% |
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 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