+69.2%
EXPD vs EVRG
+71.9%
-2.7%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.0% |
| 7D | -1.1% | +1.1% | -2.2% | -1.3% |
| 30D | +4.1% | -1.0% | +5.1% | +4.2% |
| 3M | +17.9% | +0.4% | +17.5% | +17.8% |
| 6M | +29.2% | -0.8% | +30.1% | +29.4% |
| YTD | +27.4% | +15.3% | +12.0% | +23.4% |
| 1Y | +56.8% | +17.9% | +38.9% | +51.2% |
| All | +69.2% | +71.9% | -2.7% | +48.3% |
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 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