+934.0%
BE vs EVRG
+101.5%
+832.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.2% | -4.2% | -4.1% |
| 7D | +9.7% | -0.7% | +10.4% | +10.1% |
| 30D | +22.4% | 0.0% | +22.4% | +22.5% |
| 3M | +10.4% | -1.0% | +11.3% | +10.0% |
| 6M | +67.9% | +1.0% | +66.9% | +65.4% |
| YTD | +197.5% | +15.1% | +182.4% | +174.1% |
| 1Y | +310.6% | +17.6% | +293.0% | +273.4% |
| 3Y | +1,657.2% | +70.5% | +1,586.8% | +1,234.1% |
| 5Y | +1,218.2% | +48.9% | +1,169.3% | +958.1% |
| All | +934.0% | +101.5% | +832.4% | +1,108.1% |
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 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