+578.7%
FE vs EVRG
+864.3%
-285.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.6% |
| 7D | -0.5% | +3.5% | -4.0% | -2.4% |
| 30D | +4.3% | +9.2% | -4.9% | -0.6% |
| 3M | +0.4% | +8.6% | -8.2% | -4.1% |
| 6M | +6.9% | +10.0% | -3.0% | +1.5% |
| YTD | +8.0% | +25.1% | -17.1% | -4.5% |
| 1Y | +4.8% | +19.5% | -14.7% | -5.0% |
| 3Y | +49.0% | +102.3% | -53.3% | +1.3% |
| 5Y | +46.2% | +66.8% | -20.6% | +10.3% |
| 10Y | +120.9% | +125.0% | -4.1% | +39.9% |
| All | +578.7% | +864.3% | -285.5% | +135.8% |
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 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