+25.3%
BIL vs EVRG
+113.2%
-88.0%
-0.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | +0.1% | -0.7% | +0.8% | +0.1% |
| 30D | +0.3% | 0.0% | +0.3% | +0.3% |
| 3M | +0.9% | -1.0% | +1.9% | +0.9% |
| 6M | +1.8% | +1.0% | +0.8% | +1.8% |
| YTD | +2.5% | +15.1% | -12.6% | +2.5% |
| 1Y | +3.7% | +17.6% | -13.9% | +3.7% |
| 3Y | +14.1% | +70.5% | -56.4% | +14.1% |
| 5Y | +19.4% | +48.9% | -29.4% | +19.4% |
| All | +25.3% | +113.2% | -88.0% | +25.2% |
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 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