-16.0%
Z vs EVRG
+123.0%
-139.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.5% | -6.0% | -5.7% |
| 7D | -6.5% | +3.5% | -10.0% | -7.4% |
| 30D | -0.1% | +9.2% | -9.3% | -2.7% |
| 3M | -14.1% | +8.6% | -22.8% | -16.3% |
| 6M | -30.1% | +10.0% | -40.0% | -32.2% |
| YTD | -57.5% | +25.1% | -82.6% | -60.7% |
| 1Y | -60.3% | +19.5% | -79.9% | -62.7% |
| 3Y | -21.0% | +102.3% | -123.3% | -37.7% |
| 5Y | -54.9% | +66.8% | -121.7% | -62.5% |
| 10Y | -16.0% | +125.0% | -141.0% | -34.6% |
| All | -16.0% | +123.0% | -139.1% | -34.6% |
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