+889.2%
XLV vs EVRG
+777.5%
+111.7%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | -3.6% | +0.1% | -3.7% | -3.6% |
| 30D | -1.8% | -1.2% | -0.6% | -1.5% |
| 3M | +7.8% | -0.6% | +8.4% | +7.9% |
| 6M | +9.1% | +2.4% | +6.7% | +8.2% |
| YTD | +7.7% | +15.5% | -7.7% | +2.9% |
| 1Y | +20.4% | +16.8% | +3.6% | +14.6% |
| 3Y | +30.8% | +75.0% | -44.2% | +9.6% |
| 5Y | +34.6% | +49.3% | -14.7% | +17.5% |
| 10Y | +173.4% | +113.5% | +59.9% | +110.2% |
| All | +889.2% | +777.5% | +111.7% | +398.5% |
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