-25.9%
FPS vs EVRG
+16.8%
-42.7%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.5% | -5.5% | -4.6% |
| 7D | -20.9% | +3.5% | -24.4% | -18.4% |
| 30D | -46.3% | +9.2% | -55.6% | -43.1% |
| 3M | -42.9% | +8.6% | -51.5% | -39.7% |
| 6M | -46.8% | +10.0% | -56.8% | -43.7% |
| All | -25.9% | +16.8% | -42.7% | -16.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling