+702.6%
UMAC vs EVRG
+84.2%
+618.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.2% | -5.1% | -5.8% |
| 7D | +3.3% | +0.6% | +2.7% | +3.1% |
| 30D | -10.4% | -0.2% | -10.2% | -10.3% |
| 3M | +1.8% | -0.5% | +2.2% | +0.7% |
| 6M | +40.7% | +0.2% | +40.6% | +37.4% |
| YTD | +90.9% | +14.9% | +76.0% | +63.6% |
| 1Y | +151.8% | +18.2% | +133.5% | +110.0% |
| All | +702.6% | +84.2% | +618.4% | +185.1% |
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