+1,821.9%
BA vs EVRG
+2,068.9%
-247.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.0% |
| 7D | +1.2% | +1.1% | +0.1% | +0.7% |
| 30D | -11.6% | -1.0% | -10.6% | -11.3% |
| 3M | -2.4% | +0.4% | -2.8% | -2.7% |
| 6M | -6.6% | -0.8% | -5.8% | -6.6% |
| YTD | -2.2% | +15.3% | -17.6% | -8.1% |
| 1Y | -8.0% | +17.9% | -25.9% | -14.5% |
| 3Y | -5.0% | +71.9% | -76.9% | -25.3% |
| 5Y | -2.7% | +45.3% | -48.0% | -18.7% |
| 10Y | +75.9% | +113.1% | -37.2% | +26.5% |
| All | +1,821.9% | +2,068.9% | -247.0% | +509.4% |
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