+200.1%
EXC vs EVRG
+124.9%
+75.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.3% |
| 7D | -1.4% | +2.5% | -3.8% | -3.2% |
| 30D | +8.3% | +8.4% | -0.1% | +1.9% |
| 3M | +2.6% | +8.6% | -6.0% | -3.5% |
| 6M | +5.2% | +7.7% | -2.5% | -0.4% |
| YTD | +7.5% | +25.0% | -17.4% | -9.1% |
| 1Y | +3.2% | +18.7% | -15.6% | -9.3% |
| 3Y | +29.5% | +102.1% | -72.5% | -23.7% |
| 5Y | +39.7% | +66.8% | -27.2% | -5.8% |
| 10Y | +200.1% | +123.5% | +76.6% | +61.4% |
| All | +200.1% | +124.9% | +75.2% | +61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 EVRG 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