+554.8%
XYZ vs EVRG
+212.5%
+342.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.5% | -3.9% | -3.6% |
| 7D | +12.6% | +3.5% | +9.1% | +11.0% |
| 30D | +10.8% | +9.2% | +1.6% | +6.7% |
| 3M | +8.4% | +8.6% | -0.3% | +4.4% |
| 6M | +14.3% | +10.0% | +4.4% | +9.2% |
| YTD | +31.5% | +25.1% | +6.4% | +17.4% |
| 1Y | +28.1% | +19.5% | +8.6% | +16.9% |
| 3Y | +66.2% | +102.3% | -36.1% | +15.9% |
| 5Y | -62.3% | +66.8% | -129.2% | -71.2% |
| 10Y | +634.6% | +125.0% | +509.6% | +416.0% |
| All | +554.8% | +212.5% | +342.3% | +405.2% |
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