+41.2%
USB vs EVRG
+45.5%
-4.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | +1.4% | +1.1% | +0.3% | +1.0% |
| 30D | -1.3% | -1.0% | -0.3% | -1.0% |
| 3M | +15.2% | +0.4% | +14.8% | +14.9% |
| 6M | +18.8% | -0.8% | +19.7% | +19.0% |
| YTD | +21.0% | +15.3% | +5.7% | +13.4% |
| 1Y | +34.0% | +17.9% | +16.1% | +24.0% |
| 3Y | +95.3% | +71.9% | +23.4% | +50.6% |
| All | +41.2% | +45.5% | -4.3% | +14.3% |
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 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