-14.2%
FSLY vs EVRG
+86.6%
-100.8%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.4% |
| 7D | -10.6% | +1.1% | -11.7% | -10.9% |
| 30D | -20.9% | -1.0% | -19.9% | -20.8% |
| 3M | +3.4% | +0.4% | +3.0% | +2.8% |
| 6M | +2.7% | -0.8% | +3.6% | +1.9% |
| YTD | +102.3% | +15.3% | +86.9% | +92.7% |
| 1Y | +182.1% | +17.9% | +164.2% | +166.3% |
| 3Y | -14.6% | +71.9% | -86.5% | -29.4% |
| 5Y | -55.9% | +45.3% | -101.2% | -61.9% |
| All | -14.2% | +86.6% | -100.8% | -5.6% |
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