+1,019.2%
XLE vs EVRG
+849.8%
+169.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | -0.2% | +2.5% | -2.7% | -1.3% |
| 30D | -4.0% | +8.4% | -12.4% | -7.3% |
| 3M | +4.6% | +8.6% | -4.0% | +0.8% |
| 6M | +12.3% | +7.7% | +4.6% | +8.4% |
| YTD | +44.5% | +25.0% | +19.6% | +30.5% |
| 1Y | +42.4% | +18.7% | +23.7% | +31.3% |
| 3Y | +67.0% | +102.1% | -35.0% | +20.9% |
| 5Y | +161.9% | +66.8% | +95.1% | +103.0% |
| 10Y | +173.9% | +123.5% | +50.4% | +79.8% |
| All | +1,019.2% | +849.8% | +169.5% | +291.8% |
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