-71.1%
FIS vs EVRG
+66.8%
-137.8%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.1% | +6.8% | +6.7% |
| 7D | +1.5% | +2.5% | -1.0% | +0.7% |
| 30D | -11.8% | +8.4% | -20.2% | -14.1% |
| 3M | -28.5% | +8.6% | -37.1% | -30.5% |
| 6M | -27.0% | +7.7% | -34.7% | -28.9% |
| YTD | -53.1% | +25.0% | -78.1% | -56.9% |
| 1Y | -52.8% | +18.7% | -71.5% | -55.7% |
| 3Y | -37.5% | +102.1% | -139.5% | -52.8% |
| 5Y | -71.1% | +66.8% | -137.9% | -76.8% |
| All | -71.1% | +66.8% | -137.8% | -76.8% |
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