+251.3%
UAL vs EVRG
+846.1%
-594.8%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.0% | +2.8% |
| 7D | +0.7% | +1.1% | -0.4% | -0.1% |
| 30D | -16.1% | -1.0% | -15.1% | -15.6% |
| 3M | +6.1% | +0.4% | +5.7% | +5.5% |
| 6M | +10.8% | -0.8% | +11.7% | +10.9% |
| YTD | -0.4% | +15.3% | -15.7% | -10.3% |
| 1Y | +5.0% | +17.9% | -12.9% | -7.1% |
| 3Y | +124.0% | +71.9% | +52.1% | +50.1% |
| 5Y | +141.0% | +45.3% | +95.7% | +76.9% |
| 10Y | +118.0% | +113.1% | +5.0% | +6.1% |
| All | +251.3% | +846.1% | -594.8% | -55.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling