+10,209.8%
FISV vs EVRG
+2,060.4%
+8,149.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.2% | -3.1% | -3.9% |
| 7D | -6.4% | +0.6% | -7.0% | -6.6% |
| 30D | -6.8% | -0.2% | -6.6% | -6.8% |
| 3M | -10.0% | -0.5% | -9.5% | -9.9% |
| 6M | -20.6% | +0.2% | -20.8% | -20.9% |
| YTD | -27.6% | +14.9% | -42.5% | -31.7% |
| 1Y | -64.3% | +18.2% | -82.6% | -66.7% |
| 3Y | -60.0% | +70.2% | -130.2% | -67.7% |
| 5Y | -57.7% | +45.3% | -103.0% | -64.1% |
| 10Y | -3.0% | +112.4% | -115.4% | -29.5% |
| All | +10,209.8% | +2,060.4% | +8,149.4% | +3,823.6% |
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