+108.8%
V vs EVRG
+67.0%
+41.9%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.2% |
| 7D | +0.8% | +3.5% | -2.7% | -0.2% |
| 30D | +9.9% | +9.2% | +0.7% | +7.2% |
| 3M | +17.5% | +8.6% | +8.9% | +14.7% |
| 6M | +33.5% | +10.0% | +23.5% | +29.7% |
| YTD | +21.6% | +25.1% | -3.5% | +13.2% |
| 1Y | +27.6% | +19.5% | +8.0% | +20.5% |
| 3Y | +76.4% | +102.3% | -25.9% | +41.0% |
| All | +108.8% | +67.0% | +41.9% | +78.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling