+592.8%
FSLR vs EVRG
+671.2%
-78.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.8% |
| 7D | -14.8% | +1.4% | -16.2% | -15.5% |
| 30D | -4.3% | +7.4% | -11.7% | -8.0% |
| 3M | -23.4% | +7.2% | -30.6% | -26.2% |
| 6M | -26.9% | +9.5% | -36.4% | -30.9% |
| YTD | -34.4% | +25.6% | -60.0% | -42.5% |
| 1Y | -33.2% | +20.4% | -53.6% | -40.1% |
| 3Y | +28.1% | +108.8% | -80.8% | -17.0% |
| 5Y | +54.5% | +68.0% | -13.4% | +11.4% |
| 10Y | +434.6% | +124.6% | +310.0% | +179.7% |
| All | +592.8% | +671.2% | -78.5% | +19.4% |
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 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