+548.2%
XRT vs EVRG
+829.7%
-281.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | -1.4% | +2.5% | -3.9% | -2.6% |
| 30D | +9.8% | +8.4% | +1.4% | +5.5% |
| 3M | +3.3% | +8.6% | -5.3% | -1.0% |
| 6M | +13.6% | +7.7% | +5.9% | +9.2% |
| YTD | +9.1% | +25.0% | -15.9% | -3.1% |
| 1Y | +15.1% | +18.7% | -3.7% | +4.8% |
| 3Y | +59.9% | +102.1% | -42.1% | +9.7% |
| 5Y | -1.7% | +66.8% | -68.6% | -26.9% |
| 10Y | +141.1% | +123.5% | +17.6% | +39.7% |
| All | +548.2% | +829.7% | -281.6% | +40.1% |
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 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