+59.3%
USAR vs EVRG
+55.2%
+4.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.2% | -6.2% | -6.0% |
| 7D | -9.3% | -0.7% | -8.6% | -9.4% |
| 30D | -15.2% | 0.0% | -15.2% | -15.2% |
| 3M | -21.1% | -1.0% | -20.1% | -21.3% |
| 6M | -21.6% | +1.0% | -22.5% | -21.9% |
| YTD | +34.8% | +15.1% | +19.7% | +31.4% |
| 1Y | +15.6% | +17.6% | -1.9% | +13.0% |
| 3Y | +57.7% | +70.5% | -12.7% | +52.9% |
| All | +59.3% | +55.2% | +4.1% | +54.7% |
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