-83.0%
FRMI vs EVRG
+10.6%
-93.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -1.9% | -2.7% |
| 7D | +15.9% | +0.6% | +15.4% | +15.8% |
| 30D | -6.0% | -0.2% | -5.7% | -5.9% |
| 3M | -1.6% | -0.5% | -1.1% | -2.0% |
| 6M | -30.7% | +0.2% | -30.9% | -31.2% |
| YTD | -30.9% | +14.9% | -45.8% | -35.3% |
| All | -83.0% | +10.6% | -93.6% | -83.3% |
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