+5,150.0%
FFIV vs EVRG
+930.3%
+4,219.7%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | 0.0% | -0.3% |
| 7D | -1.0% | +1.1% | -2.1% | -1.3% |
| 30D | -5.1% | -1.0% | -4.1% | -4.8% |
| 3M | -4.5% | +0.4% | -4.9% | -4.8% |
| 6M | +36.5% | -0.8% | +37.3% | +36.2% |
| YTD | +53.0% | +15.3% | +37.6% | +45.5% |
| 1Y | +24.2% | +17.9% | +6.3% | +17.3% |
| 3Y | +137.2% | +71.9% | +65.3% | +97.2% |
| 5Y | +91.8% | +45.3% | +46.5% | +66.8% |
| 10Y | +215.2% | +113.1% | +102.1% | +133.8% |
| All | +5,150.0% | +930.3% | +4,219.7% | +1,128.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling