-3.9%
EXPE vs EVRG
+18.7%
-22.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -4.2% | +1.0% | -5.2% | -3.8% |
| 30D | -4.5% | +7.5% | -12.0% | -1.7% |
| 3M | -19.7% | +6.8% | -26.5% | -17.7% |
| 6M | +18.3% | +7.7% | +10.5% | +22.4% |
| YTD | -7.3% | +24.9% | -32.2% | +8.5% |
| 1Y | -3.9% | +18.1% | -22.0% | +10.9% |
| All | -3.9% | +18.7% | -22.6% | +10.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling