+487.7%
EVRG vs URA
-31.1%
+518.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.6% |
| 7D | +1.1% | +1.1% | 0.0% | +1.0% |
| 30D | -1.0% | +7.4% | -8.4% | -1.9% |
| 3M | +0.4% | -8.4% | +8.8% | +1.0% |
| 6M | -0.8% | -12.7% | +11.9% | -0.1% |
| YTD | +15.3% | +7.8% | +7.5% | +12.8% |
| 1Y | +17.9% | +19.5% | -1.6% | +13.2% |
| 3Y | +71.9% | +116.4% | -44.5% | +49.7% |
| 5Y | +45.3% | +134.3% | -89.0% | +21.6% |
| 10Y | +113.1% | +359.3% | -246.2% | +49.9% |
| All | +487.7% | -31.1% | +518.8% | +418.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling