+538.9%
FICO vs EVRG
+123.3%
+415.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.5% |
| 7D | +1.4% | +1.0% | +0.4% | +1.0% |
| 30D | -0.8% | +7.5% | -8.3% | -4.0% |
| 3M | -31.3% | +6.8% | -38.1% | -33.5% |
| 6M | -33.9% | +7.7% | -41.7% | -36.4% |
| YTD | -57.6% | +24.9% | -82.4% | -62.0% |
| 1Y | -59.7% | +18.1% | -77.8% | -62.9% |
| 3Y | -28.0% | +101.9% | -129.9% | -49.3% |
| 5Y | +91.0% | +67.0% | +24.0% | +45.6% |
| All | +538.9% | +123.3% | +415.6% | +334.6% |
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