-39.3%
FICO vs EVRG
+18.5%
-57.8%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.7% | +0.1% |
| 7D | -15.4% | +0.9% | -16.3% | -15.4% |
| 30D | -10.4% | -0.5% | -9.8% | -10.4% |
| 3M | -22.7% | +1.5% | -24.2% | -22.4% |
| 6M | -36.8% | +1.2% | -37.9% | -36.7% |
| YTD | -44.8% | +16.3% | -61.1% | -42.2% |
| 1Y | -39.3% | +20.3% | -59.6% | -27.6% |
| All | -39.3% | +18.5% | -57.8% | -27.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling