+107.8%
EVRG vs EXEL
+238.6%
-130.8%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | +2.5% | -2.8% | +5.3% | +2.6% |
| 30D | +8.4% | +18.2% | -9.8% | +7.6% |
| 3M | +8.6% | +37.7% | -29.1% | +7.1% |
| 6M | +7.7% | +42.2% | -34.6% | +6.0% |
| YTD | +25.0% | +61.3% | -36.3% | +22.1% |
| 1Y | +18.7% | +64.5% | -45.8% | +15.9% |
| All | +107.8% | +238.6% | -130.8% | +89.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling