+633.7%
XLU vs EVRG
+774.7%
-141.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | -1.2% | -0.7% | -0.5% | -0.8% |
| 30D | -2.5% | 0.0% | -2.6% | -2.6% |
| 3M | -2.7% | -1.0% | -1.8% | -2.3% |
| 6M | -7.5% | +1.0% | -8.4% | -7.9% |
| YTD | +0.9% | +15.1% | -14.1% | -6.3% |
| 1Y | +3.3% | +17.6% | -14.3% | -5.3% |
| 3Y | +47.3% | +70.5% | -23.2% | +11.0% |
| 5Y | +44.4% | +48.9% | -4.5% | +16.8% |
| 10Y | +140.8% | +112.8% | +28.0% | +61.2% |
| All | +633.7% | +774.7% | -141.0% | +133.8% |
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 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