+2,054.3%
FLUT vs EVRG
+2,067.1%
-12.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.2% |
| 7D | -1.6% | +1.1% | -2.7% | -1.7% |
| 30D | +7.7% | -1.0% | +8.8% | +7.8% |
| 3M | -0.7% | +0.4% | -1.1% | -0.8% |
| 6M | -11.2% | -0.8% | -10.3% | -11.2% |
| YTD | -53.4% | +15.3% | -68.8% | -53.9% |
| 1Y | -65.8% | +17.9% | -83.6% | -66.2% |
| 3Y | -44.9% | +71.9% | -116.9% | -46.9% |
| 5Y | -49.7% | +45.3% | -94.9% | -51.1% |
| 10Y | -9.7% | +113.1% | -122.8% | -14.7% |
| All | +2,054.3% | +2,067.1% | -12.9% | +1,679.0% |
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 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