+153.4%
FDX vs EVRG
+123.0%
+30.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | 0.0% |
| 7D | +0.5% | +3.5% | -3.0% | -0.8% |
| 30D | +9.5% | +9.2% | +0.3% | +6.0% |
| 3M | -1.3% | +8.6% | -10.0% | -4.3% |
| 6M | +5.5% | +10.0% | -4.4% | +1.8% |
| YTD | +38.9% | +25.1% | +13.8% | +27.6% |
| 1Y | +58.8% | +19.5% | +39.3% | +48.3% |
| 3Y | +71.1% | +102.3% | -31.2% | +30.1% |
| 5Y | +76.3% | +66.8% | +9.5% | +42.3% |
| 10Y | +153.4% | +125.0% | +28.4% | +86.5% |
| All | +153.4% | +123.0% | +30.4% | +86.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling