+88.3%
EXPE vs EVRG
+44.9%
+43.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.5% |
| 7D | -11.5% | +0.6% | -12.1% | -11.6% |
| 30D | -13.1% | -0.2% | -12.8% | -13.0% |
| 3M | +18.1% | -0.5% | +18.6% | +18.1% |
| 6M | +13.3% | +0.2% | +13.1% | +13.0% |
| YTD | -3.2% | +14.9% | -18.1% | -7.3% |
| 1Y | +26.1% | +18.2% | +7.9% | +19.5% |
| 3Y | +151.7% | +70.2% | +81.5% | +111.2% |
| 5Y | +88.3% | +45.3% | +43.0% | +65.3% |
| All | +88.3% | +44.9% | +43.4% | +65.3% |
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 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