+73.0%
XLF vs EVRG
+72.0%
+1.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | -2.9% | -0.7% | -2.2% | -2.7% |
| 30D | -1.6% | 0.0% | -1.6% | -1.7% |
| 3M | +9.3% | -1.0% | +10.2% | +9.4% |
| 6M | +14.6% | +1.0% | +13.6% | +14.0% |
| YTD | +4.7% | +15.1% | -10.4% | -0.3% |
| 1Y | +8.6% | +17.6% | -8.9% | +2.5% |
| All | +73.0% | +72.0% | +1.1% | +43.0% |
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 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