-53.7%
Z vs EVRG
+66.8%
-120.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | -13.1% | +2.5% | -15.5% | -13.7% |
| 30D | +5.9% | +8.4% | -2.5% | +3.4% |
| 3M | -13.7% | +8.6% | -22.3% | -15.8% |
| 6M | -27.1% | +7.7% | -34.8% | -28.9% |
| YTD | -56.8% | +25.0% | -81.8% | -60.3% |
| 1Y | -60.2% | +18.7% | -79.0% | -62.7% |
| 3Y | -19.7% | +102.1% | -121.8% | -39.3% |
| 5Y | -53.7% | +66.8% | -120.5% | -61.8% |
| All | -53.7% | +66.8% | -120.5% | -61.8% |
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