+604.5%
XYZ vs EVRG
+111.7%
+492.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.4% | -0.3% |
| 7D | -3.7% | +0.6% | -4.3% | -4.0% |
| 30D | +0.5% | -0.2% | +0.8% | +0.5% |
| 3M | +16.3% | -0.5% | +16.7% | +16.1% |
| 6M | +21.1% | +0.2% | +21.0% | +20.0% |
| YTD | +22.0% | +14.9% | +7.1% | +12.3% |
| 1Y | +5.2% | +18.2% | -13.1% | -4.8% |
| 3Y | +49.6% | +70.2% | -20.6% | +10.0% |
| 5Y | -68.4% | +45.3% | -113.8% | -74.9% |
| 10Y | +604.5% | +112.4% | +492.1% | +385.4% |
| All | +604.5% | +111.7% | +492.8% | +385.4% |
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 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