-5.3%
FSLY vs EVRG
+86.2%
-91.5%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | +7.5% | -0.7% | +8.2% | +7.7% |
| 30D | -21.1% | 0.0% | -21.1% | -21.2% |
| 3M | +21.8% | -1.0% | +22.7% | +21.6% |
| 6M | -0.1% | +1.0% | -1.1% | -1.4% |
| YTD | +123.1% | +15.1% | +108.0% | +112.6% |
| 1Y | +208.6% | +17.6% | +191.0% | +191.5% |
| 3Y | -1.3% | +70.5% | -71.7% | -18.2% |
| 5Y | -48.4% | +48.9% | -97.2% | -55.7% |
| All | -5.3% | +86.2% | -91.5% | +4.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling