+46.0%
XME vs EVRG
+17.4%
+28.5%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.2% |
| 7D | -0.1% | +1.1% | -1.2% | 0.0% |
| 30D | +6.0% | -1.0% | +7.0% | +5.9% |
| 3M | -7.7% | +0.4% | -8.1% | -7.9% |
| 6M | +1.0% | -0.8% | +1.8% | +1.1% |
| YTD | +14.6% | +15.3% | -0.7% | +11.7% |
| 1Y | +46.0% | +17.9% | +28.1% | +47.1% |
| All | +46.0% | +17.4% | +28.5% | +47.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling