+246.5%
BBY vs EVRG
+113.9%
+132.6%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.3% | +2.8% | +2.9% |
| 7D | +0.6% | +0.1% | +0.5% | +0.5% |
| 30D | +9.4% | -1.2% | +10.6% | +9.9% |
| 3M | +19.3% | -0.6% | +20.0% | +19.5% |
| 6M | +47.9% | +2.4% | +45.5% | +45.9% |
| YTD | +39.6% | +15.5% | +24.1% | +30.6% |
| 1Y | +22.2% | +16.8% | +5.4% | +13.5% |
| 3Y | +45.0% | +75.0% | -30.0% | +12.0% |
| 5Y | +2.6% | +49.3% | -46.8% | -16.0% |
| All | +246.5% | +113.9% | +132.6% | +155.0% |
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