+134.6%
FCX vs EVRG
+44.9%
+89.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.1% |
| 7D | +3.1% | +0.6% | +2.6% | +2.9% |
| 30D | +8.1% | -0.2% | +8.3% | +8.0% |
| 3M | +18.9% | -0.5% | +19.4% | +18.7% |
| 6M | +26.6% | +0.2% | +26.4% | +25.7% |
| YTD | +51.2% | +14.9% | +36.3% | +41.6% |
| 1Y | +75.6% | +18.2% | +57.3% | +62.1% |
| 3Y | +101.7% | +70.2% | +31.5% | +55.6% |
| 5Y | +134.6% | +45.3% | +89.3% | +78.6% |
| All | +134.6% | +44.9% | +89.7% | +78.6% |
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 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