+295.8%
FTI vs EVRG
+113.9%
+181.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | -4.4% | +0.1% | -4.5% | -4.4% |
| 30D | +1.5% | -1.2% | +2.7% | +2.0% |
| 3M | +8.2% | -0.6% | +8.8% | +8.3% |
| 6M | +18.8% | +2.4% | +16.4% | +17.0% |
| YTD | +71.7% | +15.5% | +56.2% | +60.1% |
| 1Y | +90.0% | +16.8% | +73.2% | +75.9% |
| 3Y | +270.5% | +75.0% | +195.5% | +182.0% |
| 5Y | +1,084.5% | +49.3% | +1,035.2% | +864.2% |
| All | +295.8% | +113.9% | +181.9% | +208.8% |
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