-44.7%
FLUT vs EVRG
+102.9%
-147.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -4.0% | -4.1% |
| 7D | -1.2% | +1.0% | -2.2% | -1.3% |
| 30D | +5.0% | +7.5% | -2.5% | +4.6% |
| 3M | -16.4% | +6.8% | -23.3% | -16.8% |
| 6M | -14.6% | +7.7% | -22.3% | -15.0% |
| YTD | -61.9% | +24.9% | -86.7% | -63.0% |
| 1Y | -65.0% | +18.1% | -83.1% | -65.6% |
| All | -44.7% | +102.9% | -147.7% | -52.7% |
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