+17.8%
EVRG vs EXEL
+71.8%
-53.9%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.6% | +6.9% | +1.3% |
| 7D | +2.3% | +3.8% | -1.4% | +2.3% |
| 30D | +8.8% | +17.8% | -9.0% | +8.8% |
| 3M | +6.1% | +21.2% | -15.1% | +6.2% |
| 6M | +8.9% | +54.7% | -45.8% | +9.8% |
| YTD | +23.6% | +56.8% | -33.1% | +24.5% |
| 1Y | +17.8% | +70.2% | -52.4% | +15.6% |
| All | +17.8% | +71.8% | -53.9% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling