+2,876.4%
FITB vs EVRG
+2,087.5%
+788.9%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.5% | -1.1% |
| 7D | +2.8% | +0.9% | +1.9% | +2.3% |
| 30D | -4.5% | -0.5% | -4.0% | -4.3% |
| 3M | +5.7% | +1.5% | +4.1% | +4.7% |
| 6M | +17.1% | +1.2% | +15.9% | +16.1% |
| YTD | +18.3% | +16.3% | +2.0% | +8.9% |
| 1Y | +23.9% | +20.3% | +3.6% | +11.8% |
| 3Y | +131.1% | +72.3% | +58.8% | +71.8% |
| 5Y | +71.1% | +46.7% | +24.4% | +36.1% |
| 10Y | +283.9% | +113.8% | +170.1% | +148.0% |
| All | +2,876.4% | +2,087.5% | +788.9% | +678.1% |
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