+112.3%
UAL vs EVRG
+64.6%
+47.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +2.0% |
| 7D | +8.2% | +1.9% | +6.3% | +7.5% |
| 30D | +2.3% | +9.0% | -6.7% | -0.7% |
| 3M | -12.7% | +6.3% | -19.0% | -14.6% |
| 6M | +12.7% | +9.9% | +2.8% | +8.7% |
| YTD | +0.8% | +23.8% | -23.0% | -7.2% |
| 1Y | +17.8% | +19.9% | -2.1% | +9.7% |
| 3Y | +206.7% | +94.3% | +112.4% | +132.8% |
| All | +112.3% | +64.6% | +47.6% | +63.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling