+67.5%
FERG vs EVRG
+45.7%
+21.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | -1.0% | -0.7% | -0.3% | -0.8% |
| 30D | -11.8% | 0.0% | -11.8% | -11.9% |
| 3M | -1.2% | -1.0% | -0.3% | -1.0% |
| 6M | -2.3% | +1.0% | -3.3% | -2.7% |
| YTD | +0.8% | +15.1% | -14.3% | -3.7% |
| 1Y | +0.5% | +17.6% | -17.1% | -4.8% |
| 3Y | +51.4% | +70.5% | -19.1% | +26.0% |
| 5Y | +67.5% | +48.9% | +18.6% | +48.9% |
| All | +67.5% | +45.7% | +21.8% | +48.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling