+164.3%
FSLY vs EVRG
+15.1%
+149.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | +0.6% |
| 7D | -22.2% | +2.3% | -24.5% | -20.5% |
| 30D | -19.1% | +9.0% | -28.1% | -12.9% |
| 3M | -15.7% | +3.7% | -19.4% | -11.8% |
| 6M | -23.5% | +6.8% | -30.3% | -17.9% |
| YTD | +106.6% | +21.9% | +84.7% | +140.6% |
| 1Y | +164.3% | +15.8% | +148.5% | +180.3% |
| All | +164.3% | +15.1% | +149.1% | +180.3% |
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 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