+2,112.4%
FTI vs EVRG
+1,008.3%
+1,104.1%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.6% |
| 7D | -0.2% | +0.9% | -1.1% | -0.7% |
| 30D | +12.3% | -0.5% | +12.9% | +12.5% |
| 3M | +13.8% | +1.5% | +12.2% | +12.6% |
| 6M | +24.3% | +1.2% | +23.1% | +22.8% |
| YTD | +75.8% | +16.3% | +59.4% | +61.2% |
| 1Y | +99.6% | +20.3% | +79.4% | +79.5% |
| 3Y | +278.4% | +72.3% | +206.1% | +176.6% |
| 5Y | +1,168.7% | +46.7% | +1,122.0% | +897.5% |
| 10Y | +297.5% | +113.8% | +183.7% | +143.8% |
| All | +2,112.4% | +1,008.3% | +1,104.1% | +401.5% |
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