+122.8%
EVRG vs EXEL
+325.9%
-203.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | 0.0% |
| 7D | +1.0% | +1.6% | -0.7% | +0.8% |
| 30D | +7.5% | +17.4% | -9.9% | +5.9% |
| 3M | +6.8% | +38.6% | -31.8% | +3.7% |
| 6M | +7.7% | +41.2% | -33.5% | +4.3% |
| YTD | +24.9% | +59.3% | -34.5% | +19.3% |
| 1Y | +18.1% | +60.2% | -42.1% | +12.7% |
| 3Y | +101.9% | +232.6% | -130.7% | +76.9% |
| 5Y | +67.0% | +285.9% | -218.9% | +42.8% |
| All | +122.8% | +325.9% | -203.1% | +87.6% |
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 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