-80.9%
FIG vs EVRG
+21.6%
-102.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.0% | -4.1% |
| 7D | -14.5% | +0.6% | -15.0% | -14.1% |
| 30D | -13.3% | -0.2% | -13.1% | -13.3% |
| 3M | +7.4% | -0.5% | +7.9% | +8.1% |
| 6M | -27.8% | +0.2% | -28.0% | -26.5% |
| YTD | -41.1% | +14.9% | -56.0% | -34.3% |
| 1Y | -58.7% | +18.2% | -76.9% | -47.5% |
| All | -80.9% | +21.6% | -102.6% | -74.4% |
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