+46.7%
EVRG vs FDS
-20.4%
+67.1%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.3% | +5.2% | +1.4% |
| 7D | +0.9% | -5.4% | +6.3% | +1.6% |
| 30D | -0.5% | +1.6% | -2.1% | -0.9% |
| 3M | +1.5% | +17.7% | -16.2% | -1.1% |
| 6M | +1.2% | +29.1% | -27.9% | -3.4% |
| YTD | +16.3% | +1.0% | +15.4% | +16.3% |
| 1Y | +20.3% | -21.6% | +41.9% | +27.4% |
| 3Y | +72.3% | -30.1% | +102.4% | +85.8% |
| 5Y | +46.7% | -20.7% | +67.4% | +53.9% |
| All | +46.7% | -20.4% | +67.1% | +53.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling