+109.1%
FN vs EVRG
+102.9%
+6.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -4.0% | -4.1% |
| 7D | +20.8% | +1.0% | +19.8% | +21.0% |
| 30D | -17.3% | +7.5% | -24.8% | -16.5% |
| 3M | -38.1% | +6.8% | -45.0% | -37.6% |
| 6M | -44.2% | +7.7% | -52.0% | -43.8% |
| YTD | -22.3% | +24.9% | -47.1% | -20.6% |
| 1Y | -20.9% | +18.1% | -39.0% | -19.6% |
| All | +109.1% | +102.9% | +6.2% | +116.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling