+576.2%
FE vs EVRG
+789.0%
-212.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.3% |
| 7D | +1.9% | +1.1% | +0.8% | +1.3% |
| 30D | -1.2% | -1.0% | -0.2% | -0.6% |
| 3M | +3.5% | +0.4% | +3.1% | +3.3% |
| 6M | -6.1% | -0.8% | -5.2% | -5.6% |
| YTD | +7.6% | +15.3% | -7.7% | -0.5% |
| 1Y | +11.9% | +17.9% | -6.0% | +2.3% |
| 3Y | +48.4% | +71.9% | -23.5% | +10.3% |
| 5Y | +44.8% | +45.3% | -0.5% | +17.7% |
| 10Y | +115.9% | +113.1% | +2.8% | +41.2% |
| All | +576.2% | +789.0% | -212.8% | +145.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling