+28.4%
FLEX vs EVRG
+18.9%
+9.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.1% | +3.9% | +3.7% |
| 7D | +2.2% | +2.5% | -0.2% | +3.2% |
| 30D | -32.6% | +8.4% | -41.0% | -31.3% |
| 3M | -35.5% | +8.6% | -44.1% | -34.3% |
| 6M | -45.6% | +7.7% | -53.2% | -44.7% |
| YTD | +30.7% | +25.0% | +5.7% | +20.6% |
| 1Y | +28.4% | +18.7% | +9.6% | +25.1% |
| All | +28.4% | +18.9% | +9.5% | +25.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling