+392.9%
BAC vs EVRG
+113.9%
+279.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | 0.0% | +0.1% | -0.1% | 0.0% |
| 30D | -2.8% | -1.2% | -1.6% | -2.3% |
| 3M | +14.2% | -0.6% | +14.8% | +14.4% |
| 6M | +30.5% | +2.4% | +28.1% | +28.5% |
| YTD | +15.8% | +15.5% | +0.4% | +7.1% |
| 1Y | +26.2% | +16.8% | +9.3% | +15.8% |
| 3Y | +136.5% | +75.0% | +61.5% | +75.4% |
| 5Y | +75.9% | +49.3% | +26.6% | +38.9% |
| All | +392.9% | +113.9% | +279.0% | +260.1% |
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