+67.0%
EVRG vs FDS
-23.2%
+90.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.9% | 0.0% |
| 7D | +1.0% | -2.6% | +3.6% | +1.3% |
| 30D | +7.5% | +14.1% | -6.6% | +5.7% |
| 3M | +6.8% | +19.8% | -12.9% | +4.1% |
| 6M | +7.7% | +55.0% | -47.2% | +0.6% |
| YTD | +24.9% | +15.9% | +9.0% | +22.6% |
| 1Y | +18.1% | +24.2% | -6.1% | +13.8% |
| 3Y | +101.9% | -24.0% | +125.9% | +117.9% |
| 5Y | +67.0% | -23.3% | +90.3% | +74.6% |
| All | +67.0% | -23.2% | +90.2% | +74.6% |
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