+100.5%
FLEX vs EVRG
+19.4%
+81.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.5% |
| 7D | +6.4% | +0.6% | +5.8% | +6.4% |
| 30D | -5.9% | -0.2% | -5.6% | -5.9% |
| 3M | -23.5% | -0.5% | -23.0% | -23.8% |
| 6M | +83.7% | +0.2% | +83.5% | +83.1% |
| YTD | +86.5% | +14.9% | +71.6% | +75.6% |
| 1Y | +100.5% | +18.2% | +82.3% | +90.4% |
| All | +100.5% | +19.4% | +81.1% | +90.4% |
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