+99.5%
FFIV vs EVRG
+101.9%
-2.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.1% |
| 7D | -4.2% | +3.5% | -7.7% | -4.2% |
| 30D | -33.9% | +9.2% | -43.1% | -33.9% |
| 3M | -22.6% | +8.6% | -31.2% | -22.6% |
| 6M | -10.4% | +10.0% | -20.3% | -10.7% |
| YTD | +24.3% | +25.1% | -0.8% | +22.3% |
| 1Y | +31.8% | +19.5% | +12.3% | +30.3% |
| 3Y | +99.5% | +102.3% | -2.8% | +86.5% |
| All | +99.5% | +101.9% | -2.4% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling