+28.4%
XLY vs EVRG
+48.0%
-19.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | -1.7% | +0.1% | -1.8% | -1.7% |
| 30D | -4.2% | -1.2% | -3.0% | -3.9% |
| 3M | -2.7% | -0.6% | -2.1% | -2.7% |
| 6M | -0.6% | +2.4% | -3.1% | -1.6% |
| YTD | -5.0% | +15.5% | -20.5% | -9.5% |
| 1Y | -4.1% | +16.8% | -20.9% | -9.1% |
| 3Y | +33.6% | +75.0% | -41.4% | +9.8% |
| All | +28.4% | +48.0% | -19.6% | +11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling