+72.3%
EVRG vs FDS
-30.4%
+102.7%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.3% | +5.2% | +1.1% |
| 7D | +0.9% | -5.4% | +6.3% | +1.2% |
| 30D | -0.5% | +1.6% | -2.1% | -0.7% |
| 3M | +1.5% | +17.7% | -16.2% | +0.4% |
| 6M | +1.2% | +29.1% | -27.9% | -0.9% |
| YTD | +16.3% | +1.0% | +15.4% | +17.2% |
| 1Y | +20.3% | -21.6% | +41.9% | +26.5% |
| 3Y | +72.3% | -30.1% | +102.4% | +82.0% |
| All | +72.3% | -30.4% | +102.7% | +82.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling