-3.8%
BAH vs EVRG
+49.3%
-53.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.2% |
| 7D | -4.3% | +0.9% | -5.2% | -4.5% |
| 30D | -4.5% | -0.5% | -3.9% | -4.4% |
| 3M | -7.6% | +1.5% | -9.1% | -7.9% |
| 6M | -10.6% | +1.2% | -11.8% | -10.9% |
| YTD | -12.6% | +16.3% | -28.9% | -16.1% |
| 1Y | -27.0% | +20.3% | -47.2% | -30.7% |
| 3Y | -31.5% | +72.3% | -103.8% | -41.8% |
| 5Y | -3.8% | +46.7% | -50.5% | -11.8% |
| All | -3.8% | +49.3% | -53.1% | -11.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling