+1,024.7%
XLE vs EVRG
+776.7%
+248.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.7% |
| 7D | +2.2% | +1.1% | +1.1% | +1.7% |
| 30D | +11.8% | -1.0% | +12.8% | +12.2% |
| 3M | +9.8% | +0.4% | +9.4% | +9.4% |
| 6M | +15.6% | -0.8% | +16.4% | +15.5% |
| YTD | +45.3% | +15.3% | +29.9% | +35.8% |
| 1Y | +48.3% | +17.9% | +30.4% | +37.2% |
| 3Y | +55.4% | +71.9% | -16.5% | +20.6% |
| 5Y | +216.1% | +45.3% | +170.8% | +160.1% |
| 10Y | +178.4% | +113.1% | +65.3% | +86.7% |
| All | +1,024.7% | +776.7% | +248.1% | +307.9% |
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