+820.5%
XLB vs EVRG
+776.7%
+43.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.1% | -0.2% |
| 7D | -1.4% | +1.1% | -2.5% | -1.8% |
| 30D | -0.4% | -1.0% | +0.6% | -0.1% |
| 3M | +2.0% | +0.4% | +1.6% | +1.6% |
| 6M | +1.8% | -0.8% | +2.7% | +1.9% |
| YTD | +16.6% | +15.3% | +1.2% | +9.7% |
| 1Y | +16.9% | +17.9% | -0.9% | +9.0% |
| 3Y | +32.6% | +71.9% | -39.4% | +5.4% |
| 5Y | +35.6% | +45.3% | -9.6% | +14.3% |
| 10Y | +160.0% | +113.1% | +47.0% | +82.1% |
| All | +820.5% | +776.7% | +43.9% | +276.4% |
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