+68.8%
FDX vs EVRG
+48.0%
+20.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | -2.5% | +1.1% | -3.6% | -2.8% |
| 30D | +3.8% | -1.0% | +4.8% | +4.1% |
| 3M | -1.3% | +0.4% | -1.7% | -1.4% |
| 6M | +5.0% | -0.8% | +5.9% | +5.2% |
| YTD | +39.6% | +15.3% | +24.3% | +34.1% |
| 1Y | +81.1% | +17.9% | +63.2% | +72.5% |
| 3Y | +63.0% | +71.9% | -8.9% | +38.7% |
| All | +68.8% | +48.0% | +20.8% | +53.7% |
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