+3,689.8%
FN vs EVRG
+591.6%
+3,098.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.6% | +3.3% |
| 7D | -1.7% | +1.1% | -2.8% | -2.0% |
| 30D | -22.0% | -1.0% | -21.0% | -21.7% |
| 3M | -43.0% | +0.4% | -43.4% | -43.3% |
| 6M | -27.7% | -0.8% | -26.9% | -27.9% |
| YTD | -10.5% | +15.3% | -25.9% | -15.1% |
| 1Y | +12.5% | +17.9% | -5.4% | +5.9% |
| 3Y | +153.8% | +71.9% | +81.9% | +106.0% |
| 5Y | +288.0% | +45.3% | +242.7% | +231.9% |
| 10Y | +906.4% | +113.1% | +793.4% | +590.3% |
| All | +3,689.8% | +591.6% | +3,098.1% | +888.6% |
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