-49.8%
USAR vs EVRG
+15.1%
-64.9%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.9% | -6.7% | -5.3% |
| 7D | -21.8% | +2.3% | -24.1% | -20.7% |
| 30D | -39.9% | +9.0% | -48.9% | -36.9% |
| 3M | -52.5% | +3.7% | -56.2% | -51.3% |
| 6M | -67.9% | +6.8% | -74.7% | -67.0% |
| YTD | -31.1% | +21.9% | -53.0% | -37.0% |
| 1Y | -49.8% | +15.8% | -65.6% | -51.0% |
| All | -49.8% | +15.1% | -64.9% | -51.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling