-83.2%
FIG vs EVRG
+32.9%
-116.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.6% | +2.2% | +3.2% |
| 7D | +3.4% | +1.4% | +2.0% | +4.4% |
| 30D | -9.5% | +7.4% | -16.8% | -4.7% |
| 3M | -26.2% | +7.2% | -33.4% | -22.5% |
| 6M | +2.7% | +9.5% | -6.8% | +10.8% |
| YTD | -48.0% | +25.6% | -73.5% | -38.3% |
| 1Y | -52.0% | +20.4% | -72.4% | -44.1% |
| All | -83.2% | +32.9% | -116.1% | -76.0% |
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