+121.0%
FE vs EVRG
+123.3%
-2.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | -0.3% | +1.0% | -1.3% | -0.9% |
| 30D | +3.9% | +7.5% | -3.6% | -1.1% |
| 3M | -0.1% | +6.8% | -6.9% | -4.5% |
| 6M | +6.1% | +7.7% | -1.7% | +0.8% |
| YTD | +8.1% | +24.9% | -16.8% | -7.1% |
| 1Y | +4.4% | +18.1% | -13.7% | -6.8% |
| 3Y | +49.0% | +101.9% | -52.9% | -7.6% |
| 5Y | +46.1% | +67.0% | -20.9% | +2.4% |
| All | +121.0% | +123.3% | -2.3% | +26.1% |
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 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