+35.9%
UL vs EVRG
+104.1%
-68.2%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +0.8% |
| 7D | +1.1% | +1.4% | -0.3% | +0.5% |
| 30D | +4.5% | +7.4% | -2.9% | +1.6% |
| 3M | +6.5% | +7.2% | -0.8% | +3.5% |
| 6M | +18.2% | +9.5% | +8.7% | +14.1% |
| YTD | +4.7% | +25.6% | -20.9% | -4.1% |
| 1Y | +0.8% | +20.4% | -19.6% | -6.2% |
| 3Y | +35.9% | +108.8% | -72.9% | +8.7% |
| All | +35.9% | +104.1% | -68.2% | +8.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling