+25.7%
USB vs EVRG
+66.7%
-41.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.6% |
| 7D | +2.6% | +1.4% | +1.2% | +2.0% |
| 30D | +8.4% | +7.4% | +1.0% | +5.3% |
| 3M | -5.5% | +7.2% | -12.8% | -8.3% |
| 6M | +17.7% | +9.5% | +8.3% | +13.2% |
| YTD | +17.6% | +25.6% | -8.0% | +6.1% |
| 1Y | +33.9% | +20.4% | +13.5% | +23.0% |
| 3Y | +103.8% | +108.8% | -5.0% | +43.5% |
| All | +25.7% | +66.7% | -41.0% | -3.7% |
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