+1,157.2%
URI vs EVRG
+114.7%
+1,042.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.3% | +0.1% |
| 7D | +2.5% | +0.9% | +1.6% | +2.1% |
| 30D | -12.5% | -0.5% | -12.0% | -12.4% |
| 3M | -6.2% | +1.5% | -7.7% | -7.0% |
| 6M | +25.9% | +1.2% | +24.7% | +25.0% |
| YTD | +26.2% | +16.3% | +9.9% | +17.3% |
| 1Y | +5.5% | +20.3% | -14.8% | -3.5% |
| 3Y | +125.0% | +72.3% | +52.7% | +71.9% |
| 5Y | +210.4% | +46.7% | +163.7% | +153.4% |
| 10Y | +1,157.2% | +113.8% | +1,043.4% | +752.0% |
| All | +1,157.2% | +114.7% | +1,042.5% | +752.0% |
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