+235.5%
FFIV vs EVRG
+113.2%
+122.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.6% |
| 7D | +1.6% | -0.7% | +2.3% | +1.8% |
| 30D | -3.7% | 0.0% | -3.8% | -3.8% |
| 3M | +2.0% | -1.0% | +2.9% | +2.0% |
| 6M | +39.3% | +1.0% | +38.3% | +38.4% |
| YTD | +56.1% | +15.1% | +41.0% | +49.6% |
| 1Y | +22.0% | +17.6% | +4.4% | +16.2% |
| 3Y | +148.2% | +70.5% | +77.7% | +111.9% |
| 5Y | +96.3% | +48.9% | +47.5% | +73.2% |
| All | +235.5% | +113.2% | +122.3% | +186.3% |
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 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