+478.1%
FLEX vs EVRG
+72.7%
+405.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.9% | +3.5% | +4.3% |
| 7D | +7.0% | +0.9% | +6.1% | +6.9% |
| 30D | -5.8% | -0.5% | -5.3% | -5.8% |
| 3M | -24.2% | +1.5% | -25.7% | -24.5% |
| 6M | +90.8% | +1.2% | +89.6% | +90.2% |
| YTD | +89.2% | +16.3% | +72.9% | +84.4% |
| 1Y | +104.7% | +20.3% | +84.5% | +99.0% |
| 3Y | +478.1% | +72.3% | +405.8% | +429.9% |
| All | +478.1% | +72.7% | +405.4% | +429.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling