+46.9%
ULTA vs EVRG
+48.0%
-1.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.8% | +2.0% |
| 7D | -3.1% | +0.1% | -3.2% | -3.1% |
| 30D | +2.8% | -1.2% | +4.0% | +3.1% |
| 3M | +14.8% | -0.6% | +15.4% | +14.9% |
| 6M | -16.2% | +2.4% | -18.7% | -16.8% |
| YTD | -9.6% | +15.5% | -25.1% | -13.0% |
| 1Y | +4.8% | +16.8% | -12.1% | +0.4% |
| 3Y | +30.7% | +75.0% | -44.3% | +11.5% |
| All | +46.9% | +48.0% | -1.1% | +32.0% |
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