+2,762.7%
UL vs EVRG
+2,261.5%
+501.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +0.9% |
| 7D | +1.1% | +1.4% | -0.3% | +0.7% |
| 30D | +4.5% | +7.4% | -2.9% | +2.5% |
| 3M | +6.5% | +7.2% | -0.8% | +4.4% |
| 6M | +18.2% | +9.5% | +8.7% | +15.2% |
| YTD | +4.7% | +25.6% | -20.9% | -1.8% |
| 1Y | +0.8% | +20.4% | -19.6% | -4.4% |
| 3Y | +35.9% | +108.8% | -72.9% | +10.5% |
| 5Y | +33.4% | +68.0% | -34.5% | +14.1% |
| 10Y | +106.9% | +124.6% | -17.7% | +60.0% |
| All | +2,762.7% | +2,261.5% | +501.2% | +1,141.2% |
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