+70.3%
XLI vs EVRG
+72.5%
-2.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.7% | +1.0% |
| 7D | -1.7% | +0.1% | -1.8% | -1.7% |
| 30D | -7.3% | -1.2% | -6.0% | -7.0% |
| 3M | -1.3% | -0.6% | -0.7% | -1.3% |
| 6M | +2.2% | +2.4% | -0.2% | +1.4% |
| YTD | +11.7% | +15.5% | -3.7% | +7.4% |
| 1Y | +14.3% | +16.8% | -2.6% | +9.4% |
| 3Y | +70.3% | +75.0% | -4.7% | +46.0% |
| All | +70.3% | +72.5% | -2.2% | +46.0% |
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