+237.8%
XME vs EVRG
+758.1%
-520.4%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.5% |
| 7D | -0.1% | +1.1% | -1.2% | -0.8% |
| 30D | +6.0% | -1.0% | +7.0% | +6.4% |
| 3M | -7.7% | +0.4% | -8.1% | -8.6% |
| 6M | +1.0% | -0.8% | +1.8% | +0.5% |
| YTD | +14.6% | +15.3% | -0.7% | +3.2% |
| 1Y | +46.0% | +17.9% | +28.1% | +29.2% |
| 3Y | +127.0% | +71.9% | +55.1% | +53.4% |
| 5Y | +175.8% | +45.3% | +130.6% | +104.6% |
| 10Y | +414.6% | +113.1% | +301.6% | +148.7% |
| All | +237.8% | +758.1% | -520.4% | -59.8% |
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