+553.7%
EVRG vs UEC
+73.5%
+480.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.7% | -0.5% |
| 7D | +1.1% | -6.9% | +8.0% | +1.4% |
| 30D | -1.0% | +7.6% | -8.7% | -1.4% |
| 3M | +0.4% | -18.4% | +18.8% | +0.9% |
| 6M | -0.8% | -23.3% | +22.4% | -0.4% |
| YTD | +15.3% | -1.2% | +16.5% | +14.3% |
| 1Y | +17.9% | +2.3% | +15.6% | +16.1% |
| 3Y | +71.9% | +162.3% | -90.3% | +59.4% |
| 5Y | +45.3% | +287.2% | -242.0% | +28.6% |
| 10Y | +113.1% | +1,009.6% | -896.6% | +67.6% |
| All | +553.7% | +73.5% | +480.1% | +371.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC 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 UEC 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