+3,297.7%
V vs EVRG
+697.1%
+2,600.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | -0.4% | +1.0% | -1.3% | -0.8% |
| 30D | +6.3% | +7.5% | -1.2% | +2.7% |
| 3M | +17.2% | +6.8% | +10.3% | +13.3% |
| 6M | +29.2% | +7.7% | +21.5% | +24.3% |
| YTD | +20.8% | +24.9% | -4.1% | +7.6% |
| 1Y | +25.0% | +18.1% | +6.9% | +14.3% |
| 3Y | +75.3% | +101.9% | -26.6% | +21.7% |
| 5Y | +105.8% | +67.0% | +38.9% | +54.2% |
| 10Y | +451.9% | +123.3% | +328.6% | +234.8% |
| All | +3,297.7% | +697.1% | +2,600.6% | +777.5% |
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