+332.6%
EXPD vs EVRG
+122.0%
+210.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.5% | +2.2% | +2.5% |
| 7D | -5.5% | +1.7% | -7.1% | -6.0% |
| 30D | -1.9% | +8.7% | -10.6% | -4.4% |
| 3M | +6.1% | +6.4% | -0.3% | +3.9% |
| 6M | +21.6% | +9.4% | +12.2% | +18.0% |
| YTD | +27.9% | +24.5% | +3.4% | +18.7% |
| 1Y | +39.4% | +20.5% | +18.9% | +30.7% |
| 3Y | +72.7% | +101.6% | -28.9% | +35.6% |
| 5Y | +60.3% | +67.5% | -7.1% | +33.4% |
| 10Y | +332.6% | +122.3% | +210.2% | +231.0% |
| All | +332.6% | +122.0% | +210.6% | +231.0% |
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