-9.3%
FLUT vs EVRG
+113.9%
-123.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.9% |
| 7D | +0.4% | +0.1% | +0.4% | +0.4% |
| 30D | +2.5% | -1.2% | +3.8% | +2.6% |
| 3M | -9.2% | -0.6% | -8.6% | -9.2% |
| 6M | -8.2% | +2.4% | -10.7% | -8.4% |
| YTD | -53.2% | +15.5% | -68.7% | -53.8% |
| 1Y | -65.6% | +16.8% | -82.4% | -66.0% |
| 3Y | -43.6% | +75.0% | -118.6% | -46.0% |
| 5Y | -50.3% | +49.3% | -99.6% | -52.0% |
| All | -9.3% | +113.9% | -123.2% | -13.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling