+977.3%
EVRG vs EXR
+3,095.3%
-2,118.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | +2.5% | -1.1% | +3.6% | +2.8% |
| 30D | +8.4% | +18.8% | -10.4% | +2.5% |
| 3M | +8.6% | +9.9% | -1.3% | +5.2% |
| 6M | +7.7% | +12.6% | -5.0% | +3.4% |
| YTD | +25.0% | +26.5% | -1.5% | +15.4% |
| 1Y | +18.7% | +24.5% | -5.7% | +10.1% |
| 3Y | +102.1% | +52.4% | +49.6% | +72.0% |
| 5Y | +66.8% | -1.5% | +68.4% | +60.3% |
| 10Y | +123.5% | +216.0% | -92.5% | +46.8% |
| All | +977.3% | +3,095.3% | -2,118.0% | +238.6% |
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