+973.1%
EVRG vs EXR
+3,114.4%
-2,141.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.3% |
| 7D | +1.7% | +2.7% | -1.0% | +0.8% |
| 30D | +8.7% | +18.9% | -10.3% | +2.7% |
| 3M | +6.4% | +8.4% | -2.0% | +3.6% |
| 6M | +9.4% | +14.3% | -4.9% | +4.6% |
| YTD | +24.5% | +27.2% | -2.8% | +14.7% |
| 1Y | +20.5% | +25.9% | -5.5% | +11.3% |
| 3Y | +101.6% | +54.6% | +47.0% | +70.8% |
| 5Y | +67.5% | -0.6% | +68.1% | +60.4% |
| 10Y | +122.3% | +208.5% | -86.2% | +47.0% |
| All | +973.1% | +3,114.4% | -2,141.3% | +236.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling