+362.5%
BB vs EVRG
+966.0%
-603.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -3.0% | -2.6% |
| 7D | +1.8% | +1.4% | +0.4% | +1.3% |
| 30D | +8.1% | +7.4% | +0.8% | +5.0% |
| 3M | -1.0% | +7.2% | -8.2% | -3.9% |
| 6M | +45.9% | +9.5% | +36.4% | +40.2% |
| YTD | +134.8% | +25.6% | +109.2% | +113.0% |
| 1Y | +104.6% | +20.4% | +84.2% | +88.7% |
| 3Y | +152.8% | +108.8% | +44.0% | +86.5% |
| 5Y | -17.4% | +68.0% | -85.4% | -34.5% |
| 10Y | +22.4% | +124.6% | -102.2% | -19.1% |
| All | +362.5% | +966.0% | -603.5% | +37.5% |
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 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