+1,218.8%
URI vs EVRG
+122.0%
+1,096.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +0.5% | +6.4% | +6.6% |
| 7D | -4.0% | +1.7% | -5.7% | -4.8% |
| 30D | +6.8% | +8.7% | -1.9% | +2.7% |
| 3M | -2.8% | +6.4% | -9.2% | -5.7% |
| 6M | +20.9% | +9.4% | +11.5% | +15.6% |
| YTD | +40.2% | +24.5% | +15.8% | +26.3% |
| 1Y | +34.1% | +20.5% | +13.6% | +22.5% |
| 3Y | +164.1% | +101.6% | +62.6% | +87.5% |
| 5Y | +199.3% | +67.5% | +131.9% | +129.6% |
| 10Y | +1,218.8% | +122.3% | +1,096.5% | +829.0% |
| All | +1,218.8% | +122.0% | +1,096.8% | +829.0% |
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