+20.3%
EXE vs EVRG
+71.7%
-51.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.2% |
| 7D | -2.7% | +0.6% | -3.3% | -2.9% |
| 30D | -0.4% | -0.2% | -0.1% | -0.3% |
| 3M | +9.5% | -0.5% | +9.9% | +9.5% |
| 6M | -9.3% | +0.2% | -9.5% | -9.6% |
| YTD | -10.9% | +14.9% | -25.8% | -15.2% |
| 1Y | +4.3% | +18.2% | -13.9% | -1.4% |
| All | +20.3% | +71.7% | -51.4% | +1.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling