+823.0%
XLB vs EVRG
+849.0%
-26.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | 0.0% | +1.0% | -1.0% | -0.4% |
| 30D | +5.3% | +7.5% | -2.2% | +2.3% |
| 3M | 0.0% | +6.8% | -6.8% | -2.7% |
| 6M | +1.2% | +7.7% | -6.5% | -2.0% |
| YTD | +16.9% | +24.9% | -8.0% | +6.6% |
| 1Y | +20.9% | +18.1% | +2.8% | +12.6% |
| 3Y | +43.3% | +101.9% | -58.6% | +6.9% |
| 5Y | +28.3% | +67.0% | -38.7% | +2.4% |
| 10Y | +165.3% | +123.3% | +42.0% | +82.2% |
| All | +823.0% | +849.0% | -26.0% | +265.5% |
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