+1,086.7%
FLEX vs EVRG
+111.7%
+975.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -0.9% |
| 7D | +6.4% | +0.6% | +5.8% | +6.1% |
| 30D | -5.9% | -0.2% | -5.6% | -5.8% |
| 3M | -23.5% | -0.5% | -23.0% | -23.6% |
| 6M | +83.7% | +0.2% | +83.5% | +82.4% |
| YTD | +86.5% | +14.9% | +71.6% | +74.6% |
| 1Y | +100.5% | +18.2% | +82.3% | +85.4% |
| 3Y | +469.8% | +70.2% | +399.7% | +343.2% |
| 5Y | +725.7% | +45.3% | +680.3% | +581.8% |
| 10Y | +1,086.7% | +112.4% | +974.3% | +808.5% |
| All | +1,086.7% | +111.7% | +975.0% | +808.5% |
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