+74.2%
FDX vs EVRG
+100.3%
-26.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.5% | +3.0% | +3.3% |
| 7D | +0.2% | +1.7% | -1.5% | -0.3% |
| 30D | +9.3% | +8.7% | +0.6% | +6.7% |
| 3M | +0.5% | +6.4% | -5.9% | -1.4% |
| 6M | +5.3% | +9.4% | -4.1% | +2.6% |
| YTD | +38.6% | +24.5% | +14.1% | +30.4% |
| 1Y | +53.5% | +20.5% | +33.1% | +45.7% |
| 3Y | +74.2% | +101.6% | -27.4% | +41.6% |
| All | +74.2% | +100.3% | -26.1% | +41.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling