+69.4%
USAR vs EVRG
+54.9%
+14.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.2% | -2.2% | -3.5% |
| 7D | -4.4% | +0.6% | -5.0% | -4.4% |
| 30D | -10.4% | -0.2% | -10.2% | -10.4% |
| 3M | -18.4% | -0.5% | -17.9% | -18.7% |
| 6M | -8.8% | +0.2% | -9.0% | -9.1% |
| YTD | +43.4% | +14.9% | +28.5% | +39.7% |
| 1Y | +21.0% | +18.2% | +2.8% | +18.1% |
| 3Y | +67.7% | +70.2% | -2.4% | +62.6% |
| All | +69.4% | +54.9% | +14.5% | +64.5% |
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