+500.1%
XRT vs EVRG
+765.5%
-265.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.0% | -2.6% |
| 7D | -0.3% | +0.9% | -1.1% | -0.7% |
| 30D | -5.6% | -0.5% | -5.1% | -5.5% |
| 3M | +2.5% | +1.5% | +1.0% | +1.6% |
| 6M | +3.7% | +1.2% | +2.5% | +2.6% |
| YTD | +1.0% | +16.3% | -15.4% | -7.0% |
| 1Y | -1.2% | +20.3% | -21.5% | -10.7% |
| 3Y | +43.4% | +72.3% | -28.9% | +6.4% |
| 5Y | -0.7% | +46.7% | -47.4% | -21.2% |
| 10Y | +123.7% | +113.8% | +9.9% | +31.9% |
| All | +500.1% | +765.5% | -265.4% | +34.4% |
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