+106.4%
XLRE vs EVRG
+214.1%
-107.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | -2.7% | -0.7% | -2.0% | -2.3% |
| 30D | -2.3% | 0.0% | -2.3% | -2.4% |
| 3M | -3.5% | -1.0% | -2.5% | -3.0% |
| 6M | +1.9% | +1.0% | +0.9% | +1.1% |
| YTD | +8.3% | +15.1% | -6.7% | -0.2% |
| 1Y | +6.4% | +17.6% | -11.2% | -3.3% |
| 3Y | +30.2% | +70.5% | -40.2% | -4.5% |
| 5Y | +8.6% | +48.9% | -40.3% | -14.6% |
| 10Y | +87.4% | +112.8% | -25.4% | +24.2% |
| All | +106.4% | +214.1% | -107.7% | +21.5% |
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