-23.1%
EXE vs EVRG
+19.2%
-42.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.3% | +0.7% |
| 7D | +5.3% | +1.4% | +3.9% | +5.1% |
| 30D | -2.2% | +7.4% | -9.6% | -3.5% |
| 3M | -5.9% | +7.2% | -13.1% | -7.1% |
| 6M | -5.7% | +9.5% | -15.2% | -7.3% |
| YTD | -17.8% | +25.6% | -43.4% | -22.9% |
| 1Y | -23.1% | +20.4% | -43.5% | -26.4% |
| All | -23.1% | +19.2% | -42.4% | -26.4% |
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