+279.5%
UNP vs EVRG
+113.2%
+166.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | -1.2% | -0.7% | -0.5% | -0.9% |
| 30D | -2.0% | 0.0% | -2.0% | -2.0% |
| 3M | +7.5% | -1.0% | +8.5% | +7.8% |
| 6M | +15.3% | +1.0% | +14.4% | +14.7% |
| YTD | +25.4% | +15.1% | +10.3% | +18.3% |
| 1Y | +35.6% | +17.6% | +18.0% | +26.6% |
| 3Y | +44.1% | +70.5% | -26.3% | +14.7% |
| 5Y | +54.0% | +48.9% | +5.1% | +28.4% |
| All | +279.5% | +113.2% | +166.2% | +181.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling