+28.1%
BA vs EVRG
+122.0%
-93.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.9% |
| 7D | -1.7% | +1.7% | -3.4% | -2.6% |
| 30D | -9.5% | +8.7% | -18.1% | -13.6% |
| 3M | -26.5% | +6.4% | -32.9% | -29.1% |
| 6M | -27.4% | +9.4% | -36.8% | -31.2% |
| YTD | -20.6% | +24.5% | -45.1% | -30.1% |
| 1Y | -11.4% | +20.5% | -31.9% | -20.7% |
| 3Y | -10.8% | +101.6% | -112.4% | -41.9% |
| 5Y | -21.9% | +67.5% | -89.4% | -44.2% |
| 10Y | +28.1% | +122.3% | -94.2% | -16.0% |
| All | +28.1% | +122.0% | -93.8% | -16.0% |
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