+2,340.5%
EXC vs EVRG
+2,068.9%
+271.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.8% |
| 7D | +0.3% | +1.1% | -0.8% | -0.3% |
| 30D | -3.7% | -1.0% | -2.7% | -3.2% |
| 3M | -1.3% | +0.4% | -1.7% | -1.4% |
| 6M | -9.7% | -0.8% | -8.9% | -9.2% |
| YTD | +2.9% | +15.3% | -12.4% | -4.9% |
| 1Y | +4.4% | +17.9% | -13.5% | -4.7% |
| 3Y | +22.2% | +71.9% | -49.7% | -9.3% |
| 5Y | +46.7% | +45.3% | +1.5% | +19.3% |
| 10Y | +155.3% | +113.1% | +42.3% | +69.6% |
| All | +2,340.5% | +2,068.9% | +271.6% | +501.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling