-10.4%
FSLY vs EVRG
+88.2%
-98.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.9% | +3.5% | +4.2% |
| 7D | +3.5% | +0.9% | +2.6% | +3.3% |
| 30D | -6.4% | -0.5% | -5.9% | -6.4% |
| 3M | +10.9% | +1.5% | +9.4% | +10.1% |
| 6M | +6.7% | +1.2% | +5.5% | +5.3% |
| YTD | +111.1% | +16.3% | +94.8% | +100.7% |
| 1Y | +185.8% | +20.3% | +165.5% | +168.4% |
| 3Y | -6.6% | +72.3% | -78.9% | -22.8% |
| 5Y | -52.4% | +46.7% | -99.1% | -58.9% |
| All | -10.4% | +88.2% | -98.6% | -1.7% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling