+300.1%
BB vs EVRG
+879.1%
-578.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | -5.6% | +1.1% | -6.7% | -6.0% |
| 30D | -11.8% | -1.0% | -10.8% | -11.5% |
| 3M | -25.5% | +0.4% | -25.9% | -25.9% |
| 6M | +121.3% | -0.8% | +122.1% | +120.8% |
| YTD | +103.2% | +15.3% | +87.8% | +90.8% |
| 1Y | +102.6% | +17.9% | +84.7% | +88.4% |
| 3Y | +37.5% | +71.9% | -34.4% | +9.5% |
| 5Y | -30.4% | +45.3% | -75.7% | -41.5% |
| 10Y | 0.0% | +113.1% | -113.1% | -32.5% |
| All | +300.1% | +879.1% | -578.9% | +23.1% |
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