-0.8%
BB vs EVRG
+113.2%
-114.0%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -2.8% |
| 7D | -2.1% | -0.7% | -1.4% | -1.9% |
| 30D | -16.0% | 0.0% | -16.0% | -16.1% |
| 3M | -14.5% | -1.0% | -13.6% | -14.4% |
| 6M | +118.6% | +1.0% | +117.6% | +117.4% |
| YTD | +98.9% | +15.1% | +83.9% | +91.2% |
| 1Y | +99.5% | +17.6% | +81.9% | +90.4% |
| 3Y | +65.4% | +70.5% | -5.1% | +42.4% |
| 5Y | -27.6% | +48.9% | -76.5% | -36.0% |
| All | -0.8% | +113.2% | -114.0% | -14.3% |
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