-26.7%
BB vs EVRG
+48.0%
-74.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.6% |
| 7D | -0.4% | +0.1% | -0.5% | -0.4% |
| 30D | -12.5% | -1.2% | -11.3% | -12.2% |
| 3M | -17.4% | -0.6% | -16.8% | -17.5% |
| 6M | +119.1% | +2.4% | +116.7% | +116.4% |
| YTD | +102.4% | +15.5% | +86.9% | +90.7% |
| 1Y | +98.2% | +16.8% | +81.4% | +85.5% |
| 3Y | +46.9% | +75.0% | -28.1% | +14.4% |
| All | -26.7% | +48.0% | -74.8% | -42.7% |
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 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