+64.0%
XLE vs EVRG
+101.9%
-37.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.3% |
| 7D | -6.7% | +3.5% | -10.2% | -7.3% |
| 30D | -4.4% | +9.2% | -13.6% | -6.1% |
| 3M | +4.0% | +8.6% | -4.6% | +2.2% |
| 6M | +13.2% | +10.0% | +3.2% | +10.9% |
| YTD | +41.9% | +25.1% | +16.8% | +34.4% |
| 1Y | +41.6% | +19.5% | +22.1% | +35.6% |
| 3Y | +64.0% | +102.3% | -38.3% | +41.4% |
| All | +64.0% | +101.9% | -37.9% | +41.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling