+124.0%
EVRG vs URA
+266.3%
-142.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +0.7% |
| 7D | +1.4% | -1.5% | +3.0% | +1.5% |
| 30D | +7.4% | -10.4% | +17.8% | +8.3% |
| 3M | +7.2% | -29.6% | +36.9% | +10.3% |
| 6M | +9.5% | -40.3% | +49.7% | +14.1% |
| YTD | +25.6% | -25.5% | +51.1% | +27.1% |
| 1Y | +20.3% | -26.4% | +46.8% | +21.8% |
| 3Y | +108.8% | +31.4% | +77.4% | +93.6% |
| 5Y | +67.9% | +28.6% | +39.4% | +52.9% |
| All | +124.0% | +266.3% | -142.2% | +51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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