-54.3%
FIS vs EVRG
+123.3%
-177.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.1% | -6.0% | -6.1% |
| 7D | -3.5% | +1.0% | -4.5% | -3.9% |
| 30D | -19.4% | +7.5% | -26.9% | -22.0% |
| 3M | -31.6% | +6.8% | -38.4% | -33.7% |
| 6M | -32.5% | +7.7% | -40.3% | -35.0% |
| YTD | -56.0% | +24.9% | -80.8% | -60.5% |
| 1Y | -55.5% | +18.1% | -73.7% | -59.1% |
| 3Y | -41.3% | +101.9% | -143.2% | -58.4% |
| 5Y | -72.3% | +67.0% | -139.2% | -78.8% |
| All | -54.3% | +123.3% | -177.6% | -68.7% |
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