+111.3%
EVRG vs EXEL
+375.2%
-263.9%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +0.5% |
| 7D | +0.1% | -4.9% | +5.0% | +0.5% |
| 30D | -1.2% | +11.4% | -12.6% | -2.1% |
| 3M | -0.6% | +4.9% | -5.5% | -1.1% |
| 6M | +2.4% | +34.4% | -32.0% | -0.3% |
| YTD | +15.5% | +28.0% | -12.6% | +12.8% |
| 1Y | +16.8% | +43.6% | -26.8% | +12.8% |
| 3Y | +75.0% | +155.2% | -80.2% | +58.6% |
| 5Y | +49.3% | +181.2% | -131.8% | +32.9% |
| All | +111.3% | +375.2% | -263.9% | +87.3% |
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