+142.7%
FFIV vs EVRG
+72.7%
+70.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.2% |
| 7D | -1.5% | +0.9% | -2.4% | -1.6% |
| 30D | -2.7% | -0.5% | -2.1% | -2.7% |
| 3M | -1.7% | +1.5% | -3.2% | -1.9% |
| 6M | +36.1% | +1.2% | +35.0% | +35.7% |
| YTD | +52.6% | +16.3% | +36.3% | +49.9% |
| 1Y | +21.5% | +20.3% | +1.3% | +19.1% |
| 3Y | +142.7% | +72.3% | +70.4% | +123.9% |
| All | +142.7% | +72.7% | +70.0% | +123.9% |
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