+36.6%
FFIV vs EVRG
+15.1%
+21.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.2% |
| 7D | -9.8% | +2.3% | -12.1% | -9.3% |
| 30D | -28.1% | +9.0% | -37.1% | -26.3% |
| 3M | -20.0% | +3.7% | -23.7% | -19.3% |
| 6M | -0.1% | +6.8% | -6.9% | +1.2% |
| YTD | +29.2% | +21.9% | +7.2% | +34.5% |
| 1Y | +36.6% | +15.8% | +20.8% | +42.6% |
| All | +36.6% | +15.1% | +21.5% | +42.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling