+142.8%
XYL vs EVRG
+113.9%
+28.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.2% |
| 7D | +1.2% | +0.1% | +1.1% | +1.2% |
| 30D | -11.9% | -1.2% | -10.7% | -11.5% |
| 3M | -1.5% | -0.6% | -0.9% | -1.3% |
| 6M | -11.9% | +2.4% | -14.3% | -13.1% |
| YTD | -20.6% | +15.5% | -36.0% | -26.1% |
| 1Y | -23.5% | +16.8% | -40.3% | -29.4% |
| 3Y | +14.9% | +75.0% | -60.2% | -13.7% |
| 5Y | -15.3% | +49.3% | -64.6% | -31.5% |
| All | +142.8% | +113.9% | +28.9% | +68.1% |
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 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