+195.9%
BAH vs EVRG
+123.3%
+72.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.2% | +0.2% |
| 7D | -2.6% | +1.0% | -3.5% | -2.9% |
| 30D | +20.4% | +7.5% | +12.9% | +17.3% |
| 3M | +11.9% | +6.8% | +5.0% | +9.2% |
| 6M | +17.1% | +7.7% | +9.4% | +14.0% |
| YTD | +5.5% | +24.9% | -19.3% | -3.0% |
| 1Y | +5.6% | +18.1% | -12.5% | -1.0% |
| 3Y | -26.5% | +101.9% | -128.4% | -44.4% |
| 5Y | +6.5% | +67.0% | -60.5% | -13.9% |
| All | +195.9% | +123.3% | +72.6% | +108.7% |
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