+92.6%
FFIV vs EVRG
+49.3%
+43.3%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.4% |
| 7D | -1.5% | +0.9% | -2.4% | -1.7% |
| 30D | -2.7% | -0.5% | -2.1% | -2.6% |
| 3M | -1.7% | +1.5% | -3.2% | -2.2% |
| 6M | +36.1% | +1.2% | +35.0% | +35.2% |
| YTD | +52.6% | +16.3% | +36.3% | +46.0% |
| 1Y | +21.5% | +20.3% | +1.3% | +15.2% |
| 3Y | +142.7% | +72.3% | +70.4% | +105.2% |
| 5Y | +92.6% | +46.7% | +45.9% | +68.9% |
| All | +92.6% | +49.3% | +43.3% | +68.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling