+103.8%
USB vs EVRG
+104.1%
-0.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.7% |
| 7D | +2.6% | +1.4% | +1.2% | +2.1% |
| 30D | +8.4% | +7.4% | +1.0% | +5.6% |
| 3M | -5.5% | +7.2% | -12.8% | -7.9% |
| 6M | +17.7% | +9.5% | +8.3% | +13.8% |
| YTD | +17.6% | +25.6% | -8.0% | +7.1% |
| 1Y | +33.9% | +20.4% | +13.5% | +24.1% |
| 3Y | +103.8% | +108.8% | -5.0% | +40.0% |
| All | +103.8% | +104.1% | -0.3% | +40.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling