+46.2%
EXC vs EVRG
+49.3%
-3.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.1% | 0.0% |
| 7D | +1.2% | +0.9% | +0.3% | +0.5% |
| 30D | -2.7% | -0.5% | -2.2% | -2.3% |
| 3M | -1.0% | +1.5% | -2.5% | -2.1% |
| 6M | -9.3% | +1.2% | -10.4% | -10.1% |
| YTD | +3.6% | +16.3% | -12.7% | -8.0% |
| 1Y | +5.9% | +20.3% | -14.3% | -8.3% |
| 3Y | +21.3% | +72.3% | -51.0% | -20.8% |
| 5Y | +46.2% | +46.7% | -0.5% | +5.8% |
| All | +46.2% | +49.3% | -3.1% | +5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling