+91.7%
USB vs EVRG
+121.0%
-29.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.7% | -0.6% |
| 7D | 0.0% | +1.9% | -1.9% | -0.9% |
| 30D | +5.8% | +9.0% | -3.2% | +1.4% |
| 3M | -6.0% | +6.3% | -12.3% | -8.9% |
| 6M | +7.8% | +9.9% | -2.1% | +2.6% |
| YTD | +14.6% | +23.8% | -9.2% | +2.2% |
| 1Y | +31.8% | +19.9% | +11.9% | +19.3% |
| 3Y | +91.5% | +94.3% | -2.7% | +33.7% |
| 5Y | +22.0% | +64.6% | -42.6% | -8.6% |
| All | +91.7% | +121.0% | -29.2% | +33.4% |
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