+153.4%
EXE vs EVRG
+101.2%
+52.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.3% | +0.6% |
| 7D | +5.3% | +1.4% | +3.9% | +4.8% |
| 30D | -2.2% | +7.4% | -9.6% | -4.5% |
| 3M | -5.9% | +7.2% | -13.1% | -8.1% |
| 6M | -5.7% | +9.5% | -15.2% | -8.7% |
| YTD | -17.8% | +25.6% | -43.4% | -24.4% |
| 1Y | -23.1% | +20.4% | -43.5% | -28.2% |
| 3Y | +21.2% | +108.8% | -87.6% | -7.4% |
| 5Y | +78.8% | +68.0% | +10.9% | +50.3% |
| All | +153.4% | +101.2% | +52.3% | +120.4% |
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