+1.3%
BBY vs EVRG
+48.0%
-46.7%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.3% | +2.8% | +3.0% |
| 7D | +0.6% | +0.1% | +0.5% | +0.6% |
| 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% | +46.1% |
| YTD | +39.6% | +15.5% | +24.1% | +31.4% |
| 1Y | +22.2% | +16.8% | +5.4% | +14.3% |
| 3Y | +45.0% | +75.0% | -30.0% | +14.0% |
| All | +1.3% | +48.0% | -46.7% | -15.6% |
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