-66.1%
FIS vs EVRG
+44.9%
-111.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.2% | -2.2% | -3.0% |
| 7D | -9.1% | +0.6% | -9.6% | -9.2% |
| 30D | -10.4% | -0.2% | -10.2% | -10.5% |
| 3M | -3.7% | -0.5% | -3.2% | -3.7% |
| 6M | -24.8% | +0.2% | -24.9% | -25.0% |
| YTD | -41.6% | +14.9% | -56.5% | -44.9% |
| 1Y | -42.7% | +18.2% | -61.0% | -46.7% |
| 3Y | -26.2% | +70.2% | -96.4% | -41.1% |
| 5Y | -66.1% | +45.3% | -111.5% | -72.0% |
| All | -66.1% | +44.9% | -111.0% | -72.0% |
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