+19.5%
UL vs EVRG
+72.0%
-52.5%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.5% | -1.4% |
| 7D | -4.1% | -0.7% | -3.4% | -3.8% |
| 30D | -1.2% | 0.0% | -1.2% | -1.3% |
| 3M | +6.0% | -1.0% | +6.9% | +6.3% |
| 6M | -5.5% | +1.0% | -6.4% | -5.8% |
| YTD | -3.3% | +15.1% | -18.4% | -8.0% |
| 1Y | -9.8% | +17.6% | -27.4% | -15.0% |
| All | +19.5% | +72.0% | -52.5% | +0.7% |
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