+47.7%
FND vs EVRG
+121.9%
-74.2%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.8% |
| 7D | -5.8% | +0.1% | -5.9% | -5.8% |
| 30D | -20.2% | -1.2% | -19.0% | -19.7% |
| 3M | -12.0% | -0.6% | -11.3% | -11.7% |
| 6M | -18.5% | +2.4% | -20.9% | -19.5% |
| YTD | -22.3% | +15.5% | -37.7% | -27.8% |
| 1Y | -47.6% | +16.8% | -64.5% | -51.8% |
| 3Y | -49.8% | +75.0% | -124.8% | -62.8% |
| 5Y | -63.0% | +49.3% | -112.3% | -70.5% |
| All | +47.7% | +121.9% | -74.2% | +15.9% |
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