+76.5%
FTV vs EVRG
+113.9%
-37.4%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | -4.0% | +0.1% | -4.0% | -4.0% |
| 30D | -11.0% | -1.2% | -9.8% | -10.7% |
| 3M | -8.4% | -0.6% | -7.8% | -8.3% |
| 6M | -2.6% | +2.4% | -5.0% | -3.7% |
| YTD | -0.6% | +15.5% | -16.1% | -6.2% |
| 1Y | +11.0% | +16.8% | -5.9% | +4.1% |
| 3Y | -6.3% | +75.0% | -81.3% | -25.5% |
| 5Y | -1.5% | +49.3% | -50.9% | -17.2% |
| All | +76.5% | +113.9% | -37.4% | +28.0% |
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 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