+74.4%
EVRG vs FLR
+52.3%
+22.1%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.2% |
| 7D | -0.7% | -6.9% | +6.2% | -0.6% |
| 30D | 0.0% | +1.1% | -1.1% | 0.0% |
| 3M | -1.0% | +14.3% | -15.3% | -1.2% |
| 6M | +1.0% | +19.1% | -18.1% | +0.5% |
| YTD | +15.1% | +35.1% | -20.0% | +14.0% |
| 1Y | +17.6% | +29.5% | -11.9% | +16.5% |
| All | +74.4% | +52.3% | +22.1% | +59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 3y: compounded portfolio wealth divided by compounded FLR 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…
3y analysis · Full analysis span regression · 6 months rolling