-18.9%
EXE vs EVRG
+15.1%
-34.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.9% | -3.8% | -3.1% |
| 7D | -4.7% | +2.3% | -7.0% | -5.1% |
| 30D | +1.0% | +9.0% | -8.0% | -0.6% |
| 3M | -5.6% | +3.7% | -9.3% | -6.3% |
| 6M | -12.3% | +6.8% | -19.1% | -13.5% |
| YTD | -19.5% | +21.9% | -41.4% | -24.7% |
| 1Y | -18.9% | +15.8% | -34.7% | -21.4% |
| All | -18.9% | +15.1% | -34.0% | -21.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling