+1,335.0%
FERG vs EVRG
+620.7%
+714.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.0% |
| 7D | +3.4% | +0.9% | +2.5% | +3.3% |
| 30D | -11.5% | -0.5% | -11.0% | -11.5% |
| 3M | +1.3% | +1.5% | -0.2% | +1.1% |
| 6M | -1.0% | +1.2% | -2.1% | -1.1% |
| YTD | +3.2% | +16.3% | -13.1% | +1.9% |
| 1Y | -3.0% | +20.3% | -23.2% | -4.5% |
| 3Y | +55.0% | +72.3% | -17.3% | +48.2% |
| 5Y | +72.6% | +46.7% | +26.0% | +66.4% |
| 10Y | +358.9% | +113.8% | +245.1% | +341.5% |
| All | +1,335.0% | +620.7% | +714.3% | +1,207.3% |
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