+178.5%
EXE vs EVRG
+84.8%
+93.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.0% |
| 7D | -0.3% | +1.1% | -1.4% | -0.6% |
| 30D | +8.5% | -1.0% | +9.5% | +8.7% |
| 3M | +5.5% | +0.4% | +5.1% | +5.2% |
| 6M | -5.9% | -0.8% | -5.1% | -5.9% |
| YTD | -9.7% | +15.3% | -25.1% | -14.5% |
| 1Y | +3.6% | +17.9% | -14.3% | -2.6% |
| 3Y | +18.0% | +71.9% | -53.9% | -3.4% |
| 5Y | +109.4% | +45.3% | +64.2% | +80.4% |
| All | +178.5% | +84.8% | +93.7% | +149.2% |
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