+473.3%
FLEX vs EVRG
+66.8%
+406.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.1% | +3.9% | +3.8% |
| 7D | +2.2% | +2.5% | -0.2% | +1.7% |
| 30D | -32.6% | +8.4% | -41.0% | -34.0% |
| 3M | -35.5% | +8.6% | -44.1% | -36.8% |
| 6M | -45.6% | +7.7% | -53.2% | -46.7% |
| YTD | +30.7% | +25.0% | +5.7% | +22.1% |
| 1Y | +28.4% | +18.7% | +9.6% | +21.8% |
| 3Y | +301.7% | +102.1% | +199.6% | +215.9% |
| 5Y | +473.3% | +66.8% | +406.4% | +385.1% |
| All | +473.3% | +66.8% | +406.5% | +385.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling