-51.1%
FIS vs EVRG
+15.1%
-66.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +0.9% | -24.6% | -23.5% |
| 7D | -18.4% | +2.3% | -20.7% | -18.1% |
| 30D | -11.4% | +9.0% | -20.4% | -10.1% |
| 3M | -32.0% | +3.7% | -35.7% | -31.6% |
| 6M | -35.6% | +6.8% | -42.4% | -34.6% |
| YTD | -53.8% | +21.9% | -75.7% | -50.4% |
| 1Y | -51.1% | +15.8% | -66.9% | -47.3% |
| All | -51.1% | +15.1% | -66.2% | -47.3% |
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