+578.0%
FE vs EVRG
+854.5%
-276.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.6% | -0.5% |
| 7D | 0.0% | +1.9% | -1.9% | -1.1% |
| 30D | +5.2% | +9.0% | -3.8% | +0.3% |
| 3M | 0.0% | +6.3% | -6.4% | -3.3% |
| 6M | +5.0% | +9.9% | -4.9% | -0.2% |
| YTD | +7.9% | +23.8% | -15.9% | -4.1% |
| 1Y | +6.3% | +19.9% | -13.6% | -3.7% |
| 3Y | +46.0% | +94.3% | -48.2% | +1.5% |
| 5Y | +45.6% | +64.6% | -19.0% | +10.7% |
| 10Y | +109.3% | +121.7% | -12.4% | +33.6% |
| All | +578.0% | +854.5% | -276.5% | +136.8% |
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