-1.2%
Z vs EVRG
+111.9%
-113.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -2.0% |
| 7D | -3.0% | +1.1% | -4.1% | -3.3% |
| 30D | -4.2% | -1.0% | -3.2% | -4.0% |
| 3M | -3.7% | +0.4% | -4.1% | -4.0% |
| 6M | -24.5% | -0.8% | -23.7% | -24.6% |
| YTD | -49.3% | +15.3% | -64.6% | -51.9% |
| 1Y | -58.7% | +17.9% | -76.6% | -61.2% |
| 3Y | -34.1% | +71.9% | -106.1% | -45.6% |
| 5Y | -64.5% | +45.3% | -109.8% | -69.4% |
| All | -1.2% | +111.9% | -113.1% | -21.3% |
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 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