+192.7%
EXC vs EVRG
+123.3%
+69.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | -1.9% | +1.0% | -2.9% | -2.7% |
| 30D | +7.8% | +7.5% | +0.3% | +2.1% |
| 3M | +1.9% | +6.8% | -5.0% | -3.0% |
| 6M | +3.4% | +7.7% | -4.4% | -2.2% |
| YTD | +7.6% | +24.9% | -17.3% | -9.0% |
| 1Y | +2.1% | +18.1% | -16.0% | -9.9% |
| 3Y | +29.6% | +101.9% | -72.3% | -23.7% |
| 5Y | +39.5% | +67.0% | -27.5% | -6.0% |
| All | +192.7% | +123.3% | +69.4% | +58.0% |
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