-15.6%
XYL vs EVRG
+45.7%
-61.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | -1.2% | -0.7% | -0.5% | -0.9% |
| 30D | -13.2% | 0.0% | -13.2% | -13.2% |
| 3M | -0.2% | -1.0% | +0.8% | +0.2% |
| 6M | -12.5% | +1.0% | -13.5% | -13.1% |
| YTD | -20.9% | +15.1% | -36.0% | -26.0% |
| 1Y | -21.6% | +17.6% | -39.1% | -27.5% |
| 3Y | +16.1% | +70.5% | -54.3% | -11.2% |
| 5Y | -15.6% | +48.9% | -64.5% | -30.8% |
| All | -15.6% | +45.7% | -61.3% | -30.8% |
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