+112.4%
EVRG vs EXR
+144.7%
-32.3%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -0.3% |
| 7D | +0.6% | -3.1% | +3.6% | +1.8% |
| 30D | -0.2% | -7.5% | +7.3% | +2.8% |
| 3M | -0.5% | -7.5% | +7.1% | +2.5% |
| 6M | +0.2% | -5.2% | +5.4% | +2.0% |
| YTD | +14.9% | +6.5% | +8.4% | +11.5% |
| 1Y | +18.2% | -2.0% | +20.2% | +18.2% |
| 3Y | +70.2% | +21.5% | +48.6% | +50.8% |
| 5Y | +45.3% | -11.5% | +56.9% | +43.4% |
| 10Y | +112.4% | +148.0% | -35.6% | +34.4% |
| All | +112.4% | +144.7% | -32.3% | +34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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