-39.0%
U vs EVRG
+98.7%
-137.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.9% |
| 7D | -3.8% | +1.1% | -4.9% | -3.9% |
| 30D | +17.5% | -1.0% | +18.5% | +17.6% |
| 3M | +38.7% | +0.4% | +38.3% | +38.5% |
| 6M | +104.4% | -0.8% | +105.3% | +104.1% |
| YTD | -5.7% | +15.3% | -21.0% | -8.6% |
| 1Y | +3.7% | +17.9% | -14.2% | -0.2% |
| 3Y | +12.3% | +71.9% | -59.6% | -2.0% |
| 5Y | -68.8% | +45.3% | -114.1% | -72.3% |
| All | -39.0% | +98.7% | -137.7% | -39.7% |
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 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