+537.5%
FAST vs EVRG
+123.3%
+414.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +5.0% | +1.0% | +4.0% | +4.6% |
| 30D | +8.6% | +7.5% | +1.1% | +5.4% |
| 3M | +6.9% | +6.8% | +0.1% | +4.0% |
| 6M | +29.6% | +7.7% | +21.8% | +25.5% |
| YTD | +41.4% | +24.9% | +16.6% | +28.7% |
| 1Y | +38.5% | +18.1% | +20.4% | +28.9% |
| 3Y | +98.7% | +101.9% | -3.2% | +46.2% |
| 5Y | +108.0% | +67.0% | +41.1% | +65.3% |
| All | +537.5% | +123.3% | +414.1% | +349.2% |
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