+552.8%
XLP vs EVRG
+841.2%
-288.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | +0.7% | +1.9% | -1.1% | +0.2% |
| 30D | +10.3% | +9.0% | +1.2% | +7.5% |
| 3M | +6.5% | +6.3% | +0.2% | +4.6% |
| 6M | +8.4% | +9.9% | -1.5% | +5.3% |
| YTD | +18.2% | +23.8% | -5.6% | +10.9% |
| 1Y | +22.4% | +19.9% | +2.5% | +15.9% |
| 3Y | +41.9% | +94.3% | -52.4% | +16.2% |
| 5Y | +40.9% | +64.6% | -23.8% | +20.3% |
| 10Y | +128.4% | +121.7% | +6.6% | +76.0% |
| All | +552.8% | +841.2% | -288.4% | +271.3% |
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