+821.1%
XLB vs EVRG
+854.5%
-33.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.4% |
| 7D | +0.5% | +1.4% | -0.9% | 0.0% |
| 30D | +5.2% | +7.4% | -2.2% | +2.2% |
| 3M | +0.3% | +7.2% | -6.9% | -2.6% |
| 6M | +1.2% | +9.5% | -8.3% | -2.6% |
| YTD | +16.6% | +25.6% | -8.9% | +6.1% |
| 1Y | +21.4% | +20.4% | +1.1% | +12.3% |
| 3Y | +43.2% | +108.8% | -65.6% | +5.5% |
| 5Y | +28.0% | +68.0% | -39.9% | +1.9% |
| 10Y | +164.8% | +124.6% | +40.1% | +81.4% |
| All | +821.1% | +854.5% | -33.4% | +263.9% |
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