+875.9%
BAX vs EVRG
+2,068.9%
-1,193.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.2% |
| 7D | -1.1% | +1.1% | -2.3% | -1.5% |
| 30D | -5.5% | -1.0% | -4.4% | -5.2% |
| 3M | +33.5% | +0.4% | +33.1% | +33.3% |
| 6M | +35.9% | -0.8% | +36.7% | +36.2% |
| YTD | +35.4% | +15.3% | +20.0% | +29.6% |
| 1Y | +9.8% | +17.9% | -8.1% | +4.2% |
| 3Y | -32.7% | +71.9% | -104.7% | -43.1% |
| 5Y | -65.6% | +45.3% | -110.8% | -69.5% |
| 10Y | -34.9% | +113.1% | -148.0% | -49.1% |
| All | +875.9% | +2,068.9% | -1,193.0% | +318.0% |
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