+64.3%
XLF vs EVRG
+48.0%
+16.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.3% | +0.6% |
| 7D | -1.5% | +0.1% | -1.6% | -1.5% |
| 30D | -1.2% | -1.2% | +0.1% | -0.8% |
| 3M | +9.2% | -0.6% | +9.8% | +9.3% |
| 6M | +16.3% | +2.4% | +13.9% | +15.0% |
| YTD | +5.4% | +15.5% | -10.0% | -0.5% |
| 1Y | +7.6% | +16.8% | -9.2% | +0.9% |
| 3Y | +74.2% | +75.0% | -0.8% | +39.4% |
| All | +64.3% | +48.0% | +16.2% | +38.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling