+448.5%
XYL vs EVRG
+442.2%
+6.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.9% | +2.1% | +2.6% |
| 7D | +1.8% | +0.9% | +0.9% | +1.4% |
| 30D | -9.2% | -0.5% | -8.7% | -9.1% |
| 3M | -0.3% | +1.5% | -1.8% | -1.0% |
| 6M | -11.0% | +1.2% | -12.1% | -11.7% |
| YTD | -19.2% | +16.3% | -35.5% | -24.8% |
| 1Y | -21.2% | +20.3% | -41.5% | -27.9% |
| 3Y | +18.6% | +72.3% | -53.7% | -8.9% |
| 5Y | -14.3% | +46.7% | -61.0% | -29.5% |
| 10Y | +141.0% | +113.8% | +27.2% | +66.6% |
| All | +448.5% | +442.2% | +6.2% | +140.8% |
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 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