+133.0%
FROG vs EVRG
+44.9%
+88.1%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +0.7% |
| 7D | -4.8% | +0.6% | -5.4% | -4.8% |
| 30D | -0.9% | -0.2% | -0.7% | -1.0% |
| 3M | +7.5% | -0.5% | +7.9% | +7.4% |
| 6M | +107.0% | +0.2% | +106.8% | +106.6% |
| YTD | +39.8% | +14.9% | +24.9% | +36.8% |
| 1Y | +74.8% | +18.2% | +56.6% | +70.0% |
| 3Y | +219.3% | +70.2% | +149.1% | +187.1% |
| 5Y | +133.0% | +45.3% | +87.6% | +101.4% |
| All | +133.0% | +44.9% | +88.1% | +101.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling