+328.6%
EXPD vs EVRG
+123.3%
+205.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.6% | +0.6% |
| 7D | +3.6% | +1.0% | +2.6% | +3.3% |
| 30D | +0.3% | +7.5% | -7.2% | -2.0% |
| 3M | +6.1% | +6.8% | -0.8% | +3.8% |
| 6M | +27.4% | +7.7% | +19.6% | +24.2% |
| YTD | +32.0% | +24.9% | +7.1% | +22.3% |
| 1Y | +40.5% | +18.1% | +22.4% | +32.6% |
| 3Y | +75.7% | +101.9% | -26.2% | +37.9% |
| 5Y | +61.7% | +67.0% | -5.3% | +34.7% |
| All | +328.6% | +123.3% | +205.2% | +224.3% |
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