-6.7%
FTV vs EVRG
+72.0%
-78.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.4% |
| 7D | -5.2% | -0.7% | -4.5% | -5.1% |
| 30D | -11.5% | 0.0% | -11.5% | -11.6% |
| 3M | -9.0% | -1.0% | -8.1% | -8.8% |
| 6M | -2.0% | +1.0% | -3.0% | -2.2% |
| YTD | -0.9% | +15.1% | -16.0% | -4.1% |
| 1Y | +14.8% | +17.6% | -2.8% | +10.4% |
| All | -6.7% | +72.0% | -78.6% | -19.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling