+575.3%
FAST vs EVRG
+121.0%
+454.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | 0.0% | +0.1% |
| 7D | +2.1% | +1.9% | +0.2% | +1.3% |
| 30D | +6.9% | +9.0% | -2.1% | +3.2% |
| 3M | +4.8% | +6.3% | -1.5% | +2.1% |
| 6M | +19.8% | +9.9% | +9.9% | +15.0% |
| YTD | +34.9% | +23.8% | +11.1% | +23.2% |
| 1Y | +32.8% | +19.9% | +12.9% | +22.8% |
| 3Y | +93.7% | +94.3% | -0.5% | +45.0% |
| 5Y | +105.3% | +64.6% | +40.7% | +64.2% |
| All | +575.3% | +121.0% | +454.4% | +372.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 EVRG 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