+253.9%
UMC vs EVRG
+72.0%
+181.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.5% |
| 7D | +11.4% | -0.7% | +12.1% | +11.4% |
| 30D | +16.8% | 0.0% | +16.8% | +16.8% |
| 3M | +19.1% | -1.0% | +20.1% | +18.7% |
| 6M | +137.4% | +1.0% | +136.5% | +136.4% |
| YTD | +186.4% | +15.1% | +171.3% | +180.8% |
| 1Y | +229.1% | +17.6% | +211.5% | +221.8% |
| All | +253.9% | +72.0% | +181.9% | +231.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling