+89.2%
USB vs EVRG
+122.0%
-32.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.5% | +2.0% | +2.3% |
| 7D | +0.8% | +1.7% | -0.9% | -0.1% |
| 30D | +6.8% | +8.7% | -1.9% | +2.4% |
| 3M | -3.8% | +6.4% | -10.2% | -6.8% |
| 6M | +11.7% | +9.4% | +2.3% | +6.6% |
| YTD | +17.5% | +24.5% | -7.0% | +4.5% |
| 1Y | +33.8% | +20.5% | +13.3% | +20.8% |
| 3Y | +104.2% | +101.6% | +2.6% | +39.8% |
| 5Y | +26.4% | +67.5% | -41.0% | -6.2% |
| 10Y | +89.2% | +122.3% | -33.1% | +31.3% |
| All | +89.2% | +122.0% | -32.8% | +31.3% |
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