+499.7%
FICO vs EVRG
+121.0%
+378.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.6% | -0.5% |
| 7D | -0.9% | +1.9% | -2.8% | -1.8% |
| 30D | +3.3% | +9.0% | -5.7% | -0.6% |
| 3M | -31.7% | +6.3% | -38.0% | -33.7% |
| 6M | -34.0% | +9.9% | -43.9% | -37.0% |
| YTD | -58.3% | +23.8% | -82.2% | -62.5% |
| 1Y | -57.9% | +19.9% | -77.8% | -61.6% |
| 3Y | -24.1% | +94.3% | -118.3% | -45.5% |
| 5Y | +85.3% | +64.6% | +20.7% | +42.1% |
| All | +499.7% | +121.0% | +378.7% | +315.6% |
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