+136.0%
XLC vs EVRG
+127.0%
+9.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +0.9% |
| 7D | +3.7% | +1.4% | +2.3% | +3.3% |
| 30D | -1.9% | +7.4% | -9.3% | -4.2% |
| 3M | -3.1% | +7.2% | -10.3% | -5.3% |
| 6M | -6.4% | +9.5% | -15.8% | -9.3% |
| YTD | -6.8% | +25.6% | -32.4% | -14.0% |
| 1Y | -1.7% | +20.4% | -22.0% | -8.0% |
| 3Y | +64.7% | +108.8% | -44.1% | +26.4% |
| 5Y | +41.1% | +68.0% | -26.9% | +15.9% |
| All | +136.0% | +127.0% | +9.0% | +92.0% |
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