-14.5%
Z vs EVRG
+122.0%
-136.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.5% | +3.3% | +3.6% |
| 7D | -5.2% | +1.7% | -6.8% | -5.6% |
| 30D | +5.7% | +8.7% | -3.0% | +3.1% |
| 3M | -8.7% | +6.4% | -15.2% | -10.5% |
| 6M | -26.0% | +9.4% | -35.4% | -28.2% |
| YTD | -55.0% | +24.5% | -79.5% | -58.3% |
| 1Y | -58.0% | +20.5% | -78.4% | -60.7% |
| 3Y | -15.2% | +101.6% | -116.8% | -33.0% |
| 5Y | -53.8% | +67.5% | -121.3% | -61.7% |
| 10Y | -14.5% | +122.3% | -136.9% | -31.6% |
| All | -14.5% | +122.0% | -136.5% | -31.6% |
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