+1,016.0%
EVRG vs FLR
+609.6%
+406.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | 0.0% | +0.8% |
| 7D | +0.9% | +0.7% | +0.2% | +0.8% |
| 30D | -0.5% | -0.7% | +0.1% | -0.6% |
| 3M | +1.5% | +14.3% | -12.8% | -0.4% |
| 6M | +1.2% | +25.6% | -24.4% | -2.3% |
| YTD | +16.3% | +42.9% | -26.5% | +10.5% |
| 1Y | +20.3% | +38.7% | -18.5% | +14.2% |
| 3Y | +72.3% | +61.8% | +10.5% | +56.2% |
| 5Y | +46.7% | +254.1% | -207.4% | +18.0% |
| 10Y | +113.8% | +20.0% | +93.8% | +81.6% |
| All | +1,016.0% | +609.6% | +406.4% | +522.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling