-23.6%
FIS vs EVRG
+72.7%
-96.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.9% | -6.8% | -6.1% |
| 7D | -3.5% | +0.9% | -4.3% | -3.7% |
| 30D | -7.8% | -0.5% | -7.3% | -7.8% |
| 3M | +0.8% | +1.5% | -0.7% | +0.4% |
| 6M | -21.9% | +1.2% | -23.1% | -22.3% |
| YTD | -39.5% | +16.3% | -55.8% | -42.6% |
| 1Y | -41.0% | +20.3% | -61.2% | -44.8% |
| 3Y | -23.6% | +72.3% | -95.9% | -39.1% |
| All | -23.6% | +72.7% | -96.3% | -39.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling