+1,920.9%
XEL vs EVRG
+2,087.5%
-166.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.7% | +1.1% |
| 7D | +1.3% | +0.9% | +0.4% | +0.8% |
| 30D | -1.5% | -0.5% | -1.0% | -1.2% |
| 3M | -0.2% | +1.5% | -1.7% | -0.9% |
| 6M | -5.4% | +1.2% | -6.6% | -5.8% |
| YTD | +5.6% | +16.3% | -10.7% | -2.5% |
| 1Y | +10.5% | +20.3% | -9.8% | +0.1% |
| 3Y | +49.2% | +72.3% | -23.1% | +11.7% |
| 5Y | +30.1% | +46.7% | -16.6% | +6.3% |
| 10Y | +146.7% | +113.8% | +32.9% | +63.5% |
| All | +1,920.9% | +2,087.5% | -166.7% | +393.4% |
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