+559.9%
XLP vs EVRG
+849.0%
-289.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -0.2% | +1.0% | -1.2% | -0.5% |
| 30D | +8.2% | +7.5% | +0.7% | +5.9% |
| 3M | +7.7% | +6.8% | +0.9% | +5.6% |
| 6M | +9.3% | +7.7% | +1.6% | +6.9% |
| YTD | +19.5% | +24.9% | -5.4% | +11.8% |
| 1Y | +21.0% | +18.1% | +2.9% | +15.0% |
| 3Y | +43.2% | +101.9% | -58.7% | +15.9% |
| 5Y | +42.7% | +67.0% | -24.3% | +21.3% |
| 10Y | +135.7% | +123.3% | +12.4% | +81.3% |
| All | +559.9% | +849.0% | -289.1% | +274.4% |
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