+651.7%
FLEX vs EVRG
+124.9%
+526.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.1% | +3.9% | +3.8% |
| 7D | +2.2% | +2.5% | -0.2% | +1.2% |
| 30D | -32.6% | +8.4% | -41.0% | -35.0% |
| 3M | -35.5% | +8.6% | -44.1% | -37.8% |
| 6M | -45.6% | +7.7% | -53.2% | -47.5% |
| YTD | +30.7% | +25.0% | +5.7% | +18.0% |
| 1Y | +28.4% | +18.7% | +9.6% | +18.4% |
| 3Y | +301.7% | +102.1% | +199.6% | +189.9% |
| 5Y | +473.3% | +66.8% | +406.4% | +345.5% |
| 10Y | +651.7% | +123.5% | +528.3% | +446.8% |
| All | +651.7% | +124.9% | +526.9% | +446.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling