+1,477.5%
XLK vs EVRG
+773.2%
+704.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.4% |
| 7D | +2.3% | +0.6% | +1.8% | +2.1% |
| 30D | +0.8% | -0.2% | +1.1% | +0.9% |
| 3M | +4.1% | -0.5% | +4.5% | +3.9% |
| 6M | +34.8% | +0.2% | +34.6% | +33.9% |
| YTD | +30.8% | +14.9% | +15.9% | +23.5% |
| 1Y | +42.4% | +18.2% | +24.1% | +32.8% |
| 3Y | +121.8% | +70.2% | +51.6% | +78.4% |
| 5Y | +146.6% | +45.3% | +101.3% | +108.5% |
| 10Y | +804.3% | +112.4% | +691.8% | +543.4% |
| All | +1,477.5% | +773.2% | +704.3% | +526.9% |
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 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