+126.7%
FFIV vs EVRG
+124.9%
+1.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | -2.9% | +2.5% | -5.4% | -3.5% |
| 30D | -32.4% | +8.4% | -40.8% | -33.7% |
| 3M | -22.7% | +8.6% | -31.3% | -24.3% |
| 6M | -10.7% | +7.7% | -18.4% | -12.5% |
| YTD | +25.4% | +25.0% | +0.4% | +17.8% |
| 1Y | +34.2% | +18.7% | +15.4% | +27.7% |
| 3Y | +101.2% | +102.1% | -0.9% | +64.4% |
| 5Y | +42.0% | +66.8% | -24.9% | +21.8% |
| 10Y | +126.7% | +123.5% | +3.2% | +86.5% |
| All | +126.7% | +124.9% | +1.8% | +86.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling