+29.4%
EXPE vs EVRG
+18.2%
+11.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.6% |
| 7D | -8.7% | -0.7% | -8.0% | -8.9% |
| 30D | -13.6% | 0.0% | -13.7% | -13.5% |
| 3M | +26.6% | -1.0% | +27.6% | +26.7% |
| 6M | +19.9% | +1.0% | +19.0% | +21.8% |
| YTD | -1.7% | +15.1% | -16.8% | +5.7% |
| 1Y | +29.4% | +17.6% | +11.9% | +37.5% |
| All | +29.4% | +18.2% | +11.2% | +37.5% |
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