+55.4%
FCX vs EVRG
+66.7%
-11.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.2% |
| 7D | -0.3% | +1.4% | -1.7% | -0.8% |
| 30D | -14.7% | +7.4% | -22.1% | -17.0% |
| 3M | -11.2% | +7.2% | -18.4% | -13.6% |
| 6M | -11.4% | +9.5% | -20.9% | -14.9% |
| YTD | +17.7% | +25.6% | -7.9% | +6.1% |
| 1Y | +47.5% | +20.4% | +27.1% | +35.3% |
| 3Y | +83.9% | +108.8% | -24.9% | +26.9% |
| All | +55.4% | +66.7% | -11.3% | +21.1% |
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 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