+114.5%
FE vs EVRG
+111.7%
+2.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | +0.3% |
| 7D | -0.2% | +0.6% | -0.7% | -0.6% |
| 30D | -1.2% | -0.2% | -0.9% | -1.0% |
| 3M | +1.7% | -0.5% | +2.1% | +2.0% |
| 6M | -7.5% | +0.2% | -7.7% | -7.7% |
| YTD | +6.3% | +14.9% | -8.6% | -3.3% |
| 1Y | +10.9% | +18.2% | -7.4% | -1.1% |
| 3Y | +46.9% | +70.2% | -23.2% | +2.0% |
| 5Y | +47.6% | +45.3% | +2.3% | +13.2% |
| 10Y | +114.5% | +112.4% | +2.1% | +22.8% |
| All | +114.5% | +111.7% | +2.8% | +22.8% |
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