+21.9%
BB vs EVRG
+124.6%
-102.7%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -3.0% | -2.5% |
| 7D | +1.8% | +1.4% | +0.4% | +1.5% |
| 30D | +8.1% | +7.4% | +0.8% | +6.3% |
| 3M | -1.0% | +7.2% | -8.2% | -2.7% |
| 6M | +45.9% | +9.5% | +36.4% | +42.4% |
| YTD | +134.8% | +25.6% | +109.2% | +120.9% |
| 1Y | +104.6% | +20.4% | +84.2% | +94.5% |
| 3Y | +152.8% | +108.8% | +44.0% | +107.5% |
| 5Y | -17.4% | +68.0% | -85.4% | -28.9% |
| All | +21.9% | +124.6% | -102.7% | +4.5% |
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