+1,376.8%
BAC vs EVRG
+2,068.9%
-692.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.2% |
| 7D | +1.1% | +1.1% | 0.0% | +0.5% |
| 30D | -0.4% | -1.0% | +0.6% | 0.0% |
| 3M | +16.9% | +0.4% | +16.5% | +16.5% |
| 6M | +26.6% | -0.8% | +27.5% | +26.6% |
| YTD | +15.8% | +15.3% | +0.5% | +7.1% |
| 1Y | +27.2% | +17.9% | +9.3% | +16.2% |
| 3Y | +132.4% | +71.9% | +60.5% | +74.3% |
| 5Y | +72.6% | +45.3% | +27.3% | +38.4% |
| 10Y | +389.7% | +113.1% | +276.7% | +213.8% |
| All | +1,376.8% | +2,068.9% | -692.1% | +218.4% |
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