+4.1%
FAST vs EVRG
+19.4%
-15.3%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.7% |
| 7D | +1.8% | +0.6% | +1.2% | +1.6% |
| 30D | -6.4% | -0.2% | -6.2% | -6.4% |
| 3M | +5.3% | -0.5% | +5.8% | +5.5% |
| 6M | +5.4% | +0.2% | +5.2% | +5.3% |
| YTD | +23.6% | +14.9% | +8.7% | +18.5% |
| 1Y | +4.1% | +18.2% | -14.1% | -2.1% |
| All | +4.1% | +19.4% | -15.3% | -2.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling