+255.6%
UAL vs EVRG
+915.7%
-660.1%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +1.9% |
| 7D | +8.2% | +1.9% | +6.3% | +6.9% |
| 30D | +2.3% | +9.0% | -6.7% | -3.4% |
| 3M | -12.7% | +6.3% | -19.0% | -16.4% |
| 6M | +12.7% | +9.9% | +2.8% | +5.2% |
| YTD | +0.8% | +23.8% | -23.0% | -13.5% |
| 1Y | +17.8% | +19.9% | -2.1% | +3.1% |
| 3Y | +206.7% | +94.3% | +112.4% | +89.6% |
| 5Y | +113.9% | +64.6% | +49.2% | +44.1% |
| 10Y | +97.0% | +121.7% | -24.7% | -6.0% |
| All | +255.6% | +915.7% | -660.1% | -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 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