+179.2%
URI vs EVRG
+64.6%
+114.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | -9.8% | +1.9% | -11.7% | -10.5% |
| 30D | +1.7% | +9.0% | -7.3% | -1.9% |
| 3M | -9.1% | +6.3% | -15.4% | -11.5% |
| 6M | +9.9% | +9.9% | 0.0% | +5.2% |
| YTD | +31.2% | +23.8% | +7.4% | +19.5% |
| 1Y | +25.9% | +19.9% | +6.0% | +16.2% |
| 3Y | +147.4% | +94.3% | +53.1% | +82.3% |
| All | +179.2% | +64.6% | +114.5% | +115.8% |
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