+1,160.0%
EVRG vs FDS
+10,448.9%
-9,288.9%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.9% | +0.1% |
| 7D | +1.0% | -2.6% | +3.6% | +1.4% |
| 30D | +7.5% | +14.1% | -6.6% | +5.0% |
| 3M | +6.8% | +19.8% | -12.9% | +3.2% |
| 6M | +7.7% | +55.0% | -47.2% | -1.2% |
| YTD | +24.9% | +15.9% | +9.0% | +19.5% |
| 1Y | +18.1% | +24.2% | -6.1% | +11.4% |
| 3Y | +101.9% | -24.0% | +125.9% | +106.1% |
| 5Y | +67.0% | -23.3% | +90.3% | +69.1% |
| 10Y | +123.3% | +128.0% | -4.7% | +87.9% |
| All | +1,160.0% | +10,448.9% | -9,288.9% | +669.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling