+507.7%
FAST vs EVRG
+114.7%
+393.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.8% |
| 7D | +1.3% | +0.9% | +0.4% | +0.9% |
| 30D | -4.7% | -0.5% | -4.2% | -4.6% |
| 3M | +7.9% | +1.5% | +6.4% | +7.2% |
| 6M | +7.4% | +1.2% | +6.3% | +6.8% |
| YTD | +25.1% | +16.3% | +8.7% | +17.3% |
| 1Y | +4.7% | +20.3% | -15.6% | -3.3% |
| 3Y | +94.7% | +72.3% | +22.4% | +52.9% |
| 5Y | +106.8% | +46.7% | +60.1% | +73.3% |
| 10Y | +507.7% | +113.8% | +393.9% | +327.4% |
| All | +507.7% | +114.7% | +393.0% | +327.4% |
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