-15.6%
Z vs EVRG
+124.6%
-140.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.6% | +2.9% | +3.3% |
| 7D | +0.8% | +1.4% | -0.6% | +0.4% |
| 30D | +5.2% | +7.4% | -2.2% | +3.0% |
| 3M | -17.0% | +7.2% | -24.3% | -18.8% |
| 6M | -22.7% | +9.5% | -32.1% | -24.9% |
| YTD | -56.3% | +25.6% | -81.9% | -59.6% |
| 1Y | -57.7% | +20.4% | -78.0% | -60.3% |
| 3Y | -16.5% | +108.8% | -125.4% | -34.7% |
| 5Y | -53.4% | +68.0% | -121.4% | -61.3% |
| All | -15.6% | +124.6% | -140.2% | -32.9% |
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