+54.9%
XLE vs EVRG
+72.7%
-17.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.9% |
| 7D | 0.0% | +0.9% | -0.9% | -0.2% |
| 30D | +12.6% | -0.5% | +13.2% | +12.7% |
| 3M | +11.8% | +1.5% | +10.3% | +11.4% |
| 6M | +16.1% | +1.2% | +14.9% | +15.5% |
| YTD | +46.9% | +16.3% | +30.5% | +40.7% |
| 1Y | +53.3% | +20.3% | +33.0% | +45.2% |
| 3Y | +54.9% | +72.3% | -17.4% | +32.6% |
| All | +54.9% | +72.7% | -17.8% | +32.6% |
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