+826.4%
FN vs EVRG
+122.0%
+704.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.5% | +11.3% | +11.8% |
| 7D | +16.3% | +1.7% | +14.6% | +15.8% |
| 30D | -24.7% | +8.7% | -33.4% | -26.3% |
| 3M | -34.9% | +6.4% | -41.3% | -35.9% |
| 6M | -41.1% | +9.4% | -50.5% | -42.5% |
| YTD | -19.6% | +24.5% | -44.1% | -23.9% |
| 1Y | -18.5% | +20.5% | -39.0% | -22.3% |
| 3Y | +119.1% | +101.6% | +17.5% | +81.5% |
| 5Y | +206.9% | +67.5% | +139.5% | +165.8% |
| 10Y | +826.4% | +122.3% | +704.1% | +691.7% |
| All | +826.4% | +122.0% | +704.4% | +691.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling