+668.0%
BE vs EVRG
+119.9%
+548.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.6% | -5.5% | -5.2% |
| 7D | +10.8% | +1.4% | +9.4% | +10.1% |
| 30D | -19.8% | +7.4% | -27.2% | -22.6% |
| 3M | -18.7% | +7.2% | -25.9% | -21.5% |
| 6M | -33.7% | +9.5% | -43.2% | -37.1% |
| YTD | +121.0% | +25.6% | +95.4% | +95.1% |
| 1Y | +85.4% | +20.4% | +65.1% | +67.0% |
| 3Y | +1,709.5% | +108.8% | +1,600.7% | +1,149.2% |
| 5Y | +462.2% | +68.0% | +394.2% | +327.9% |
| All | +668.0% | +119.9% | +548.0% | +760.0% |
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 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