+45.4%
XEL vs EVRG
+72.0%
-26.5%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.2% |
| 7D | -1.2% | -0.7% | -0.5% | -0.6% |
| 30D | -2.9% | 0.0% | -2.9% | -2.9% |
| 3M | -2.7% | -1.0% | -1.8% | -1.9% |
| 6M | -6.5% | +1.0% | -7.5% | -7.1% |
| YTD | +3.6% | +15.1% | -11.5% | -7.6% |
| 1Y | +7.5% | +17.6% | -10.1% | -5.9% |
| All | +45.4% | +72.0% | -26.5% | -7.6% |
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