+144.1%
UMC vs EVRG
+48.0%
+96.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.0% | +2.3% |
| 7D | +9.0% | +0.1% | +8.9% | +9.0% |
| 30D | +17.2% | -1.2% | +18.5% | +17.4% |
| 3M | +11.4% | -0.6% | +12.0% | +11.2% |
| 6M | +137.5% | +2.4% | +135.1% | +135.7% |
| YTD | +193.1% | +15.5% | +177.7% | +185.4% |
| 1Y | +240.3% | +16.8% | +223.5% | +230.6% |
| 3Y | +262.2% | +75.0% | +187.2% | +228.6% |
| All | +144.1% | +48.0% | +96.1% | +122.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling