+110.6%
EVRG vs FDS
+66.9%
+43.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.8% | +6.0% | +1.6% |
| 7D | -0.7% | -16.0% | +15.3% | +3.7% |
| 30D | 0.0% | -6.7% | +6.7% | +1.5% |
| 3M | -1.0% | +6.0% | -6.9% | -3.4% |
| 6M | +1.0% | +25.1% | -24.1% | -7.2% |
| YTD | +15.1% | -8.1% | +23.2% | +15.4% |
| 1Y | +17.6% | -26.0% | +43.6% | +25.7% |
| 3Y | +70.5% | -36.4% | +106.9% | +89.0% |
| 5Y | +48.9% | -27.7% | +76.6% | +54.0% |
| All | +110.6% | +66.9% | +43.7% | +70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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