+41.9%
XLP vs EVRG
+93.6%
-51.7%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | +0.7% | +1.9% | -1.1% | 0.0% |
| 30D | +10.3% | +9.0% | +1.2% | +6.8% |
| 3M | +6.5% | +6.3% | +0.2% | +4.0% |
| 6M | +8.4% | +9.9% | -1.5% | +4.5% |
| YTD | +18.2% | +23.8% | -5.6% | +9.1% |
| 1Y | +22.4% | +19.9% | +2.5% | +14.3% |
| 3Y | +41.9% | +94.3% | -52.4% | +13.8% |
| All | +41.9% | +93.6% | -51.7% | +13.8% |
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