+19.2%
UL vs EVRG
+45.7%
-26.5%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -7.6% |
| 1Y | -9.8% | +17.6% | -27.4% | -14.5% |
| 3Y | +20.1% | +70.5% | -50.3% | +2.1% |
| 5Y | +19.2% | +48.9% | -29.7% | +3.9% |
| All | +19.2% | +45.7% | -26.5% | +3.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling