+93.7%
FAST vs EVRG
+93.6%
+0.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | 0.0% | +0.1% |
| 7D | +2.1% | +1.9% | +0.2% | +1.5% |
| 30D | +6.9% | +9.0% | -2.1% | +4.3% |
| 3M | +4.8% | +6.3% | -1.5% | +3.0% |
| 6M | +19.8% | +9.9% | +9.9% | +16.6% |
| YTD | +34.9% | +23.8% | +11.1% | +27.7% |
| 1Y | +32.8% | +19.9% | +12.9% | +26.6% |
| 3Y | +93.7% | +94.3% | -0.5% | +70.6% |
| All | +93.7% | +93.6% | +0.2% | +70.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling