+207.2%
UMC vs EVRG
+17.4%
+189.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.5% | +5.1% | +4.4% |
| 7D | +5.0% | +1.1% | +3.8% | +5.3% |
| 30D | +7.7% | -1.0% | +8.7% | +7.4% |
| 3M | +1.7% | +0.4% | +1.3% | +0.9% |
| 6M | +113.9% | -0.8% | +114.8% | +114.7% |
| YTD | +168.9% | +15.3% | +153.6% | +162.5% |
| 1Y | +207.2% | +17.9% | +189.3% | +198.3% |
| All | +207.2% | +17.4% | +189.8% | +198.3% |
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