+104.2%
UAL vs EVRG
+111.7%
-7.5%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.5% |
| 7D | -1.1% | +0.6% | -1.7% | -1.4% |
| 30D | -13.4% | -0.2% | -13.2% | -13.5% |
| 3M | -2.3% | -0.5% | -1.8% | -2.3% |
| 6M | +13.3% | +0.2% | +13.1% | +13.0% |
| YTD | -4.2% | +14.9% | -19.1% | -10.1% |
| 1Y | +1.4% | +18.2% | -16.8% | -6.1% |
| 3Y | +125.8% | +70.2% | +55.6% | +77.2% |
| 5Y | +130.0% | +45.3% | +84.6% | +91.4% |
| 10Y | +104.2% | +112.4% | -8.2% | +58.0% |
| All | +104.2% | +111.7% | -7.5% | +58.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling