+64.4%
UL vs EVRG
+113.9%
-49.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | -3.4% | +0.1% | -3.5% | -3.4% |
| 30D | +0.5% | -1.2% | +1.7% | +0.9% |
| 3M | +7.2% | -0.6% | +7.9% | +7.4% |
| 6M | -3.1% | +2.4% | -5.5% | -4.0% |
| YTD | -2.7% | +15.5% | -18.2% | -7.7% |
| 1Y | -10.2% | +16.8% | -27.1% | -15.2% |
| 3Y | +20.3% | +75.0% | -54.7% | -1.9% |
| 5Y | +19.9% | +49.3% | -29.4% | +2.3% |
| All | +64.4% | +113.9% | -49.6% | +19.7% |
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 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