+92.5%
FTV vs EVRG
+111.1%
-18.7%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.6% | -1.1% |
| 7D | -0.4% | +0.9% | -1.3% | -0.7% |
| 30D | -8.3% | -0.5% | -7.8% | -8.2% |
| 3M | -7.4% | +1.5% | -8.9% | -8.0% |
| 6M | -1.2% | +1.2% | -2.4% | -1.9% |
| YTD | +2.7% | +16.3% | -13.6% | -3.3% |
| 1Y | +18.4% | +20.3% | -1.8% | +10.0% |
| 3Y | -2.0% | +72.3% | -74.4% | -21.5% |
| 5Y | +3.4% | +46.7% | -43.3% | -12.4% |
| 10Y | +78.5% | +113.8% | -35.3% | +33.2% |
| All | +92.5% | +111.1% | -18.7% | +45.4% |
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