+169.9%
W vs EVRG
+102.9%
+67.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.6% |
| 7D | -1.7% | +1.0% | -2.7% | -2.0% |
| 30D | +3.2% | +7.5% | -4.2% | +0.9% |
| 3M | +8.3% | +6.8% | +1.5% | +6.0% |
| 6M | +84.3% | +7.7% | +76.5% | +79.9% |
| YTD | +11.0% | +24.9% | -13.8% | +1.7% |
| 1Y | -0.2% | +18.1% | -18.3% | -6.4% |
| All | +169.9% | +102.9% | +67.0% | +68.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling