+455.4%
V vs EVRG
+125.1%
+330.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.2% |
| 7D | +0.8% | +3.5% | -2.7% | -0.6% |
| 30D | +9.9% | +9.2% | +0.7% | +6.1% |
| 3M | +17.5% | +8.6% | +8.9% | +13.5% |
| 6M | +33.5% | +10.0% | +23.5% | +28.2% |
| YTD | +21.6% | +25.1% | -3.5% | +10.2% |
| 1Y | +27.6% | +19.5% | +8.0% | +17.8% |
| 3Y | +76.4% | +102.3% | -25.9% | +29.6% |
| 5Y | +103.8% | +66.8% | +37.0% | +60.4% |
| All | +455.4% | +125.1% | +330.3% | +288.8% |
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 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