-52.4%
FIS vs EVRG
+124.6%
-177.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.6% | +3.6% | +3.9% |
| 7D | +2.8% | +1.4% | +1.4% | +2.2% |
| 30D | -16.7% | +7.4% | -24.1% | -19.3% |
| 3M | -32.3% | +7.2% | -39.5% | -34.5% |
| 6M | -29.1% | +9.5% | -38.5% | -32.1% |
| YTD | -54.1% | +25.6% | -79.7% | -59.0% |
| 1Y | -53.7% | +20.3% | -74.1% | -57.8% |
| 3Y | -38.8% | +108.8% | -147.7% | -57.3% |
| 5Y | -71.1% | +67.9% | -139.0% | -78.0% |
| All | -52.4% | +124.6% | -177.0% | -67.4% |
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 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