+2,625.5%
UL vs EVRG
+2,087.5%
+538.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.3% |
| 7D | -1.3% | +0.9% | -2.2% | -1.6% |
| 30D | +0.9% | -0.5% | +1.5% | +1.0% |
| 3M | +14.2% | +1.5% | +12.7% | +13.7% |
| 6M | -3.2% | +1.2% | -4.3% | -3.6% |
| YTD | -0.3% | +16.3% | -16.7% | -4.5% |
| 1Y | -8.8% | +20.3% | -29.0% | -13.5% |
| 3Y | +23.9% | +72.3% | -48.4% | +6.0% |
| 5Y | +21.4% | +46.7% | -25.3% | +7.6% |
| 10Y | +66.7% | +113.8% | -47.1% | +30.7% |
| All | +2,625.5% | +2,087.5% | +538.0% | +1,106.9% |
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 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