+1,106.7%
XLY vs EVRG
+777.5%
+329.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.8% |
| 3M | -2.7% | -0.6% | -2.1% | -2.7% |
| 6M | -0.6% | +2.4% | -3.1% | -1.8% |
| YTD | -5.0% | +15.5% | -20.5% | -10.2% |
| 1Y | -4.1% | +16.8% | -20.9% | -9.8% |
| 3Y | +33.6% | +75.0% | -41.4% | +7.5% |
| 5Y | +28.7% | +49.3% | -20.6% | +8.7% |
| 10Y | +219.6% | +113.5% | +106.2% | +128.5% |
| All | +1,106.7% | +777.5% | +329.2% | +434.4% |
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