-62.1%
W vs EVRG
+49.3%
-111.4%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.3% | +0.1% |
| 7D | +6.5% | +0.9% | +5.6% | +6.0% |
| 30D | -6.2% | -0.5% | -5.7% | -6.0% |
| 3M | +48.9% | +1.5% | +47.4% | +47.8% |
| 6M | +31.2% | +1.2% | +30.0% | +30.1% |
| YTD | -0.4% | +16.3% | -16.8% | -8.6% |
| 1Y | +14.8% | +20.3% | -5.4% | +3.2% |
| 3Y | +40.5% | +72.3% | -31.8% | +0.5% |
| 5Y | -62.1% | +46.7% | -108.8% | -71.8% |
| All | -62.1% | +49.3% | -111.4% | -71.8% |
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 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