+90.3%
FOXA vs EVRG
+93.4%
-3.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.1% | -0.6% |
| 7D | -0.6% | +0.9% | -1.5% | -1.0% |
| 30D | +2.3% | -0.5% | +2.9% | +2.5% |
| 3M | -2.8% | +1.5% | -4.4% | -3.6% |
| 6M | +9.6% | +1.2% | +8.4% | +8.7% |
| YTD | -9.9% | +16.3% | -26.2% | -16.0% |
| 1Y | +5.4% | +20.3% | -14.9% | -3.3% |
| 3Y | +115.3% | +72.3% | +43.0% | +67.1% |
| 5Y | +93.1% | +46.7% | +46.4% | +58.8% |
| All | +90.3% | +93.4% | -3.1% | +41.0% |
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