-53.1%
FISV vs EVRG
+48.0%
-101.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.3% | +5.1% | +5.3% |
| 7D | -2.7% | +0.1% | -2.8% | -2.7% |
| 30D | 0.0% | -1.2% | +1.3% | +0.4% |
| 3M | -2.8% | -0.6% | -2.2% | -2.6% |
| 6M | -11.8% | +2.4% | -14.3% | -12.8% |
| YTD | -23.2% | +15.5% | -38.7% | -27.7% |
| 1Y | -62.0% | +16.8% | -78.8% | -64.3% |
| 3Y | -57.6% | +75.0% | -132.6% | -65.9% |
| All | -53.1% | +48.0% | -101.1% | -60.7% |
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