+736.5%
EXPE vs EVRG
+780.7%
-44.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -4.2% | +1.0% | -5.2% | -4.7% |
| 30D | -4.5% | +7.5% | -12.0% | -8.2% |
| 3M | -19.7% | +6.8% | -26.5% | -22.6% |
| 6M | +18.3% | +7.7% | +10.5% | +13.2% |
| YTD | -7.3% | +24.9% | -32.2% | -19.0% |
| 1Y | -3.9% | +18.1% | -22.0% | -13.5% |
| 3Y | +123.0% | +101.9% | +21.1% | +46.0% |
| 5Y | +47.9% | +67.0% | -19.1% | +5.7% |
| 10Y | +126.5% | +123.3% | +3.2% | +27.1% |
| All | +736.5% | +780.7% | -44.2% | +68.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling