+48.9%
EVRG vs FLR
+230.6%
-181.7%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.3% |
| 7D | -0.7% | -6.9% | +6.2% | -0.4% |
| 30D | 0.0% | +1.1% | -1.1% | -0.1% |
| 3M | -1.0% | +14.3% | -15.3% | -1.7% |
| 6M | +1.0% | +19.1% | -18.1% | -0.2% |
| YTD | +15.1% | +35.1% | -20.0% | +12.7% |
| 1Y | +17.6% | +29.5% | -11.9% | +15.3% |
| 3Y | +70.5% | +53.0% | +17.5% | +60.3% |
| 5Y | +48.9% | +238.9% | -190.1% | +28.5% |
| All | +48.9% | +230.6% | -181.7% | +28.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling