+281.4%
FCEL vs EVRG
+17.4%
+263.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +1.7% |
| 7D | -15.8% | +1.1% | -16.9% | -15.4% |
| 30D | -29.3% | -1.0% | -28.3% | -29.8% |
| 3M | -30.1% | +0.4% | -30.5% | -30.4% |
| 6M | +74.4% | -0.8% | +75.3% | +76.5% |
| YTD | +104.5% | +15.3% | +89.2% | +89.3% |
| 1Y | +281.4% | +17.9% | +263.5% | +297.3% |
| All | +281.4% | +17.4% | +263.9% | +297.3% |
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