-83.1%
FRMI vs EVRG
+11.1%
-94.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +1.9% |
| 7D | +7.4% | +0.1% | +7.3% | +7.4% |
| 30D | -27.6% | -1.2% | -26.4% | -27.4% |
| 3M | -20.9% | -0.6% | -20.2% | -21.1% |
| 6M | -36.6% | +2.4% | -39.0% | -37.8% |
| YTD | -31.3% | +15.5% | -46.7% | -35.7% |
| All | -83.1% | +11.1% | -94.2% | -83.4% |
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