+7.9%
UMAC vs EVRG
+15.1%
-7.3%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | +0.9% | -11.8% | -10.4% |
| 7D | -26.0% | +2.3% | -28.4% | -25.0% |
| 30D | -40.3% | +9.0% | -49.3% | -37.6% |
| 3M | -51.1% | +3.7% | -54.8% | -50.1% |
| 6M | -5.6% | +6.8% | -12.4% | -4.1% |
| YTD | +2.3% | +21.9% | -19.7% | -5.0% |
| 1Y | +7.9% | +15.8% | -7.9% | +7.2% |
| All | +7.9% | +15.1% | -7.3% | +7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling