+911.5%
BE vs EVRG
+102.0%
+809.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.5% | +7.8% | +7.6% |
| 7D | +20.0% | +1.1% | +18.9% | +19.4% |
| 30D | +7.9% | -1.0% | +8.9% | +8.5% |
| 3M | -13.2% | +0.4% | -13.6% | -14.2% |
| 6M | +53.5% | -0.8% | +54.3% | +52.4% |
| YTD | +191.0% | +15.3% | +175.7% | +167.8% |
| 1Y | +360.5% | +17.9% | +342.6% | +318.5% |
| 3Y | +1,568.0% | +71.9% | +1,496.1% | +1,160.9% |
| 5Y | +1,055.2% | +45.3% | +1,009.9% | +835.2% |
| All | +911.5% | +102.0% | +809.5% | +1,080.2% |
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