+40.2%
UNP vs EVRG
+66.7%
-26.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.8% |
| 7D | +4.2% | +1.4% | +2.8% | +3.6% |
| 30D | +5.6% | +7.4% | -1.8% | +2.5% |
| 3M | +2.0% | +7.2% | -5.2% | -0.9% |
| 6M | +15.4% | +9.5% | +5.9% | +11.1% |
| YTD | +32.7% | +25.6% | +7.2% | +20.8% |
| 1Y | +39.4% | +20.3% | +19.1% | +29.0% |
| 3Y | +54.3% | +108.8% | -54.5% | +12.2% |
| All | +40.2% | +66.7% | -26.5% | +12.1% |
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 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