+275.3%
UMC vs EVRG
+1,089.2%
-813.9%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.2% | +5.2% | +4.6% |
| 7D | +13.6% | +0.6% | +13.1% | +13.3% |
| 30D | +20.8% | -0.2% | +21.0% | +20.8% |
| 3M | +16.1% | -0.5% | +16.6% | +15.7% |
| 6M | +137.3% | +0.2% | +137.1% | +134.5% |
| YTD | +193.8% | +14.9% | +178.9% | +171.2% |
| 1Y | +236.1% | +18.2% | +217.9% | +205.4% |
| 3Y | +267.1% | +70.2% | +196.9% | +172.4% |
| 5Y | +145.3% | +45.3% | +99.9% | +92.4% |
| 10Y | +1,857.3% | +112.4% | +1,744.9% | +991.8% |
| All | +275.3% | +1,089.2% | -813.9% | -29.6% |
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