+603.9%
FICO vs EVRG
+111.9%
+491.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.5% | -16.2% | -16.5% |
| 7D | -19.2% | +1.1% | -20.3% | -19.6% |
| 30D | -14.6% | -1.0% | -13.6% | -14.2% |
| 3M | -20.1% | +0.4% | -20.5% | -20.3% |
| 6M | -36.3% | -0.8% | -35.5% | -36.2% |
| YTD | -44.9% | +15.3% | -60.2% | -48.7% |
| 1Y | -38.6% | +17.9% | -56.5% | -43.6% |
| 3Y | +4.0% | +71.9% | -67.9% | -21.1% |
| 5Y | +99.5% | +45.3% | +54.3% | +62.4% |
| All | +603.9% | +111.9% | +491.9% | +375.1% |
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