-90.7%
FCEL vs EVRG
+45.7%
-136.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.2% | -6.1% | -6.0% |
| 7D | +6.3% | -0.7% | +7.0% | +6.7% |
| 30D | -18.8% | 0.0% | -18.8% | -18.7% |
| 3M | -3.8% | -1.0% | -2.9% | -4.1% |
| 6M | +121.1% | +1.0% | +120.2% | +117.1% |
| YTD | +113.3% | +15.1% | +98.2% | +94.6% |
| 1Y | +173.5% | +17.6% | +155.9% | +146.7% |
| 3Y | -63.9% | +70.5% | -134.4% | -75.2% |
| 5Y | -90.7% | +48.9% | -139.6% | -93.0% |
| All | -90.7% | +45.7% | -136.3% | -93.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling