+124.1%
EVRG vs EXEL
+320.7%
-196.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.7% |
| 7D | +1.4% | -0.8% | +2.2% | +1.5% |
| 30D | +7.4% | +13.1% | -5.7% | +6.2% |
| 3M | +7.2% | +36.3% | -29.1% | +4.3% |
| 6M | +9.5% | +34.5% | -25.1% | +6.5% |
| YTD | +25.6% | +57.4% | -31.8% | +20.1% |
| 1Y | +20.4% | +62.9% | -42.6% | +14.7% |
| 3Y | +108.8% | +229.5% | -120.7% | +83.1% |
| 5Y | +68.0% | +281.2% | -213.3% | +43.7% |
| All | +124.1% | +320.7% | -196.7% | +88.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling