+1,663.9%
FLUT vs EVRG
+2,246.0%
-582.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -62.5% |
| 1Y | -65.0% | +18.1% | -83.1% | -65.4% |
| 3Y | -44.8% | +101.9% | -146.7% | -47.3% |
| 5Y | -49.9% | +67.0% | -116.9% | -51.7% |
| 10Y | -26.1% | +123.3% | -149.4% | -30.4% |
| All | +1,663.9% | +2,246.0% | -582.1% | +1,349.7% |
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 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