+376.5%
FIS vs EVRG
+1,005.3%
-628.8%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.7% |
| 7D | +1.1% | +1.1% | 0.0% | +0.6% |
| 30D | -2.2% | -1.0% | -1.2% | -1.9% |
| 3M | +2.1% | +0.4% | +1.7% | +1.8% |
| 6M | -14.7% | -0.8% | -13.8% | -14.8% |
| YTD | -35.7% | +15.3% | -51.0% | -40.2% |
| 1Y | -37.1% | +17.9% | -54.9% | -42.2% |
| 3Y | -20.0% | +71.9% | -91.9% | -38.7% |
| 5Y | -62.1% | +45.3% | -107.4% | -69.1% |
| 10Y | -37.4% | +113.1% | -150.4% | -58.5% |
| All | +376.5% | +1,005.3% | -628.8% | +44.9% |
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