+213.9%
FXI vs EVRG
+877.2%
-663.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.3% | -2.9% |
| 7D | -1.0% | +0.9% | -1.8% | -1.5% |
| 30D | -3.2% | -0.5% | -2.7% | -3.1% |
| 3M | +1.7% | +1.5% | +0.2% | +0.4% |
| 6M | -1.6% | +1.2% | -2.7% | -2.9% |
| YTD | -7.9% | +16.3% | -24.2% | -16.1% |
| 1Y | -9.6% | +20.3% | -29.9% | -19.4% |
| 3Y | +40.5% | +72.3% | -31.9% | +0.3% |
| 5Y | -6.2% | +46.7% | -52.9% | -28.9% |
| 10Y | +14.2% | +113.8% | -99.6% | -44.2% |
| All | +213.9% | +877.2% | -663.3% | -62.1% |
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 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