+44.3%
EXPE vs EVRG
+66.8%
-22.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.4% |
| 7D | -17.8% | +2.5% | -20.2% | -18.2% |
| 30D | -3.2% | +8.4% | -11.6% | -4.9% |
| 3M | -19.0% | +8.6% | -27.6% | -20.4% |
| 6M | +17.7% | +7.7% | +10.1% | +15.8% |
| YTD | -7.8% | +25.0% | -32.7% | -13.2% |
| 1Y | -1.4% | +18.7% | -20.1% | -5.8% |
| 3Y | +121.9% | +102.1% | +19.9% | +77.1% |
| 5Y | +44.3% | +66.8% | -22.6% | +19.8% |
| All | +44.3% | +66.8% | -22.5% | +19.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling