-50.2%
FSLY vs EVRG
+44.9%
-95.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.2% | +6.9% | +5.8% |
| 7D | +11.2% | +0.6% | +10.6% | +11.1% |
| 30D | -18.2% | -0.2% | -17.9% | -18.2% |
| 3M | +21.9% | -0.5% | +22.4% | +21.6% |
| 6M | +4.0% | +0.2% | +3.9% | +3.3% |
| YTD | +123.1% | +14.9% | +108.2% | +115.9% |
| 1Y | +196.9% | +18.2% | +178.6% | +184.6% |
| 3Y | -1.3% | +70.2% | -71.4% | -16.2% |
| 5Y | -50.2% | +45.3% | -95.6% | -57.8% |
| All | -50.2% | +44.9% | -95.1% | -57.8% |
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