+81,361.1%
FICO vs EVRG
+2,249.8%
+79,111.3%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | +4.0% | +2.5% | +1.5% | +3.0% |
| 30D | -1.5% | +8.4% | -9.9% | -4.5% |
| 3M | -29.8% | +8.6% | -38.4% | -32.1% |
| 6M | -33.3% | +7.7% | -40.9% | -35.3% |
| YTD | -56.9% | +25.0% | -81.8% | -60.6% |
| 1Y | -59.5% | +18.7% | -78.2% | -62.2% |
| 3Y | -26.9% | +102.1% | -128.9% | -44.7% |
| 5Y | +92.9% | +66.8% | +26.1% | +55.5% |
| 10Y | +539.5% | +123.5% | +416.0% | +354.5% |
| All | +81,361.1% | +2,249.8% | +79,111.3% | +43,278.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling