+247.6%
FIS vs EVRG
+1,097.5%
-849.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.1% | +6.8% | +6.8% |
| 7D | +1.5% | +2.5% | -1.0% | +0.4% |
| 30D | -11.8% | +8.4% | -20.2% | -15.0% |
| 3M | -28.5% | +8.6% | -37.1% | -31.3% |
| 6M | -27.0% | +7.7% | -34.7% | -29.7% |
| YTD | -53.1% | +25.0% | -78.1% | -58.0% |
| 1Y | -52.8% | +18.7% | -71.5% | -56.7% |
| 3Y | -37.5% | +102.1% | -139.5% | -55.5% |
| 5Y | -71.1% | +66.8% | -137.9% | -77.8% |
| 10Y | -52.0% | +123.5% | -175.5% | -68.9% |
| All | +247.6% | +1,097.5% | -849.9% | +1.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling