-56.3%
Z vs EVRG
+64.6%
-121.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.6% | -2.5% |
| 7D | -4.6% | +1.9% | -6.4% | -5.1% |
| 30D | +8.3% | +9.0% | -0.7% | +5.6% |
| 3M | -11.6% | +6.3% | -17.9% | -13.2% |
| 6M | -33.6% | +9.9% | -43.5% | -35.7% |
| YTD | -56.7% | +23.8% | -80.5% | -60.1% |
| 1Y | -59.1% | +19.9% | -79.0% | -61.9% |
| 3Y | -20.4% | +94.3% | -114.6% | -38.9% |
| All | -56.3% | +64.6% | -121.0% | -63.8% |
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