+84.4%
FICO vs EVRG
+66.7%
+17.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.2% |
| 7D | +2.2% | +1.4% | +0.8% | +1.8% |
| 30D | +0.1% | +7.4% | -7.3% | -2.3% |
| 3M | -35.2% | +7.2% | -42.4% | -36.7% |
| 6M | -32.4% | +9.5% | -41.8% | -34.5% |
| YTD | -57.4% | +25.6% | -83.0% | -60.9% |
| 1Y | -58.5% | +20.4% | -78.9% | -61.3% |
| 3Y | -28.9% | +108.8% | -137.7% | -47.1% |
| All | +84.4% | +66.7% | +17.7% | +46.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling