+533.2%
XYZ vs EVRG
+188.1%
+345.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.3% | -0.5% |
| 7D | -1.0% | +1.1% | -2.1% | -1.5% |
| 30D | -1.7% | -1.0% | -0.7% | -1.4% |
| 3M | +16.7% | +0.4% | +16.3% | +16.1% |
| 6M | +26.9% | -0.8% | +27.7% | +26.4% |
| YTD | +27.1% | +15.3% | +11.8% | +17.7% |
| 1Y | +9.3% | +17.9% | -8.6% | -0.1% |
| 3Y | +42.3% | +71.9% | -29.7% | +6.8% |
| 5Y | -69.3% | +45.3% | -114.6% | -75.1% |
| 10Y | +586.8% | +113.1% | +473.7% | +402.6% |
| All | +533.2% | +188.1% | +345.1% | +406.2% |
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