+192.9%
XOM vs EVRG
+113.9%
+79.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.1% | +0.3% |
| 7D | +4.1% | +0.1% | +4.0% | +4.0% |
| 30D | +4.6% | -1.2% | +5.8% | +5.0% |
| 3M | +14.0% | -0.6% | +14.6% | +14.1% |
| 6M | +11.0% | +2.4% | +8.5% | +9.6% |
| YTD | +40.7% | +15.5% | +25.2% | +32.8% |
| 1Y | +52.3% | +16.8% | +35.5% | +42.9% |
| 3Y | +60.5% | +75.0% | -14.5% | +27.9% |
| 5Y | +266.4% | +49.3% | +217.1% | +206.7% |
| All | +192.9% | +113.9% | +79.0% | +115.7% |
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