+8,026.5%
USB vs EVRG
+2,225.1%
+5,801.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.4% | -3.5% | -2.7% |
| 7D | -1.5% | +2.3% | -3.8% | -2.4% |
| 30D | +4.3% | +8.8% | -4.5% | +0.6% |
| 3M | -6.1% | +6.1% | -12.2% | -8.5% |
| 6M | +9.4% | +8.9% | +0.5% | +5.3% |
| YTD | +15.2% | +23.6% | -8.5% | +4.7% |
| 1Y | +32.8% | +17.8% | +14.9% | +23.0% |
| 3Y | +91.3% | +92.9% | -1.6% | +42.8% |
| 5Y | +22.7% | +64.4% | -41.7% | -3.0% |
| 10Y | +97.0% | +121.4% | -24.4% | +35.1% |
| All | +8,026.5% | +2,225.1% | +5,801.5% | +2,428.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling