+1,135.8%
URI vs EVRG
+124.6%
+1,011.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.5% |
| 7D | +6.7% | +1.4% | +5.3% | +6.0% |
| 30D | +8.9% | +7.4% | +1.5% | +5.3% |
| 3M | +0.5% | +7.2% | -6.7% | -2.8% |
| 6M | +20.7% | +9.5% | +11.2% | +15.3% |
| YTD | +40.0% | +25.6% | +14.5% | +25.6% |
| 1Y | +34.4% | +20.4% | +14.1% | +22.8% |
| 3Y | +149.5% | +108.8% | +40.7% | +74.3% |
| 5Y | +205.6% | +68.0% | +137.6% | +134.2% |
| All | +1,135.8% | +124.6% | +1,011.2% | +763.7% |
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