+7,917.6%
FLEX vs EVRG
+1,251.3%
+6,666.4%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.7% |
| 7D | -0.9% | +1.1% | -2.0% | -1.4% |
| 30D | -10.1% | -1.0% | -9.1% | -9.8% |
| 3M | -31.3% | +0.4% | -31.8% | -31.8% |
| 6M | +71.3% | -0.8% | +72.1% | +70.6% |
| YTD | +81.2% | +15.3% | +65.9% | +67.5% |
| 1Y | +98.5% | +17.9% | +80.6% | +81.2% |
| 3Y | +428.2% | +71.9% | +356.3% | +292.9% |
| 5Y | +657.3% | +45.3% | +612.0% | +503.1% |
| 10Y | +995.9% | +113.1% | +882.9% | +589.1% |
| All | +7,917.6% | +1,251.3% | +6,666.4% | +2,085.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling