+1,111.5%
XLI vs EVRG
+784.2%
+327.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.3% | -0.8% |
| 7D | +1.0% | +0.9% | +0.1% | +0.6% |
| 30D | -5.8% | -0.5% | -5.3% | -5.7% |
| 3M | +0.7% | +1.5% | -0.8% | 0.0% |
| 6M | +3.2% | +1.2% | +2.0% | +2.4% |
| YTD | +13.0% | +16.3% | -3.3% | +6.2% |
| 1Y | +16.8% | +20.3% | -3.5% | +8.2% |
| 3Y | +72.4% | +72.3% | +0.1% | +37.6% |
| 5Y | +82.8% | +46.7% | +36.1% | +54.0% |
| 10Y | +252.4% | +113.8% | +138.6% | +149.6% |
| All | +1,111.5% | +784.2% | +327.3% | +388.4% |
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