+87.5%
U vs EVRG
+104.1%
-16.6%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.6% | +4.7% | +5.3% |
| 7D | +2.6% | +1.4% | +1.1% | +2.7% |
| 30D | +27.6% | +7.4% | +20.2% | +28.7% |
| 3M | +15.3% | +7.2% | +8.1% | +16.3% |
| 6M | +96.4% | +9.5% | +86.9% | +98.2% |
| YTD | +19.6% | +25.6% | -6.0% | +19.2% |
| 1Y | +42.1% | +20.4% | +21.8% | +42.7% |
| 3Y | +87.5% | +108.8% | -21.3% | +57.3% |
| All | +87.5% | +104.1% | -16.6% | +57.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling