+115.0%
UMC vs EVRG
+15.1%
+99.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -1.7% |
| 7D | -14.7% | +2.3% | -17.0% | -13.9% |
| 30D | -32.9% | +9.0% | -41.9% | -30.9% |
| 3M | -22.2% | +3.7% | -25.8% | -21.2% |
| 6M | +25.9% | +6.8% | +19.1% | +27.4% |
| YTD | +107.9% | +21.9% | +86.0% | +104.9% |
| 1Y | +115.0% | +15.8% | +99.2% | +114.8% |
| All | +115.0% | +15.1% | +99.9% | +114.8% |
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