+23.3%
BA vs EVRG
+124.6%
-101.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.3% |
| 7D | -1.1% | +1.4% | -2.5% | -1.8% |
| 30D | -7.1% | +7.4% | -14.5% | -10.8% |
| 3M | -25.5% | +7.2% | -32.8% | -28.5% |
| 6M | -28.7% | +9.5% | -38.2% | -32.5% |
| YTD | -21.0% | +25.6% | -46.6% | -30.8% |
| 1Y | -11.9% | +20.3% | -32.2% | -21.1% |
| 3Y | -16.2% | +108.8% | -125.0% | -46.4% |
| 5Y | -22.4% | +67.9% | -90.3% | -44.5% |
| All | +23.3% | +124.6% | -101.3% | -20.0% |
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