-43.9%
FLUT vs EVRG
+72.7%
-116.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.5% |
| 7D | +3.8% | +0.9% | +2.9% | +3.8% |
| 30D | +6.3% | -0.5% | +6.8% | +6.3% |
| 3M | -4.0% | +1.5% | -5.6% | -4.2% |
| 6M | -10.3% | +1.2% | -11.4% | -10.5% |
| YTD | -53.2% | +16.3% | -69.5% | -54.5% |
| 1Y | -65.0% | +20.3% | -85.3% | -66.2% |
| 3Y | -43.9% | +72.3% | -116.2% | -50.7% |
| All | -43.9% | +72.7% | -116.6% | -50.7% |
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