+255.6%
XOM vs EVRG
+47.5%
+208.0%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | +1.9% | -0.7% | +2.6% | +2.0% |
| 30D | +4.1% | 0.0% | +4.1% | +4.0% |
| 3M | +10.4% | -1.0% | +11.4% | +10.6% |
| 6M | +13.0% | +1.0% | +12.1% | +12.5% |
| YTD | +40.1% | +15.1% | +25.0% | +34.6% |
| 1Y | +51.1% | +17.6% | +33.6% | +44.3% |
| 3Y | +57.7% | +70.5% | -12.7% | +35.2% |
| All | +255.6% | +47.5% | +208.0% | +212.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling