+402.6%
XME vs EVRG
+113.9%
+288.7%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | -4.2% | +0.1% | -4.3% | -4.2% |
| 30D | -2.7% | -1.2% | -1.5% | -2.4% |
| 3M | -3.9% | -0.6% | -3.3% | -4.0% |
| 6M | -1.0% | +2.4% | -3.4% | -2.4% |
| YTD | +9.8% | +15.5% | -5.6% | +3.3% |
| 1Y | +32.5% | +16.8% | +15.7% | +24.0% |
| 3Y | +124.3% | +75.0% | +49.3% | +77.7% |
| 5Y | +165.8% | +49.3% | +116.5% | +122.6% |
| All | +402.6% | +113.9% | +288.7% | +270.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling