+1,716.3%
ULTA vs EVRG
+603.3%
+1,113.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.2% |
| 7D | -3.9% | -0.7% | -3.2% | -3.5% |
| 30D | -1.1% | 0.0% | -1.1% | -1.1% |
| 3M | +13.8% | -1.0% | +14.7% | +14.2% |
| 6M | -17.2% | +1.0% | -18.2% | -18.1% |
| YTD | -11.5% | +15.1% | -26.6% | -18.5% |
| 1Y | +3.9% | +17.6% | -13.7% | -5.6% |
| 3Y | +29.5% | +70.5% | -41.0% | -5.4% |
| 5Y | +42.9% | +48.9% | -6.0% | +10.0% |
| 10Y | +124.4% | +112.8% | +11.6% | +29.9% |
| All | +1,716.3% | +603.3% | +1,113.0% | +293.6% |
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