+153.5%
EXPE vs EVRG
+72.7%
+80.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +0.9% | -8.7% | -7.9% |
| 7D | -9.8% | +0.9% | -10.6% | -9.8% |
| 30D | -11.5% | -0.5% | -11.0% | -11.5% |
| 3M | +21.7% | +1.5% | +20.2% | +21.7% |
| 6M | +10.4% | +1.2% | +9.2% | +10.5% |
| YTD | -2.5% | +16.3% | -18.9% | -4.1% |
| 1Y | +27.3% | +20.3% | +7.1% | +24.3% |
| 3Y | +153.5% | +72.3% | +81.2% | +131.0% |
| All | +153.5% | +72.7% | +80.8% | +131.0% |
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 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