-99.8%
BIYA vs EVRG
+26.8%
-126.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -1.9% |
| 7D | -1.8% | +0.1% | -1.9% | -1.7% |
| 30D | -17.5% | -1.2% | -16.2% | -18.5% |
| 3M | -78.0% | -0.6% | -77.4% | -78.6% |
| 6M | -89.5% | +2.4% | -91.9% | -89.4% |
| YTD | -94.3% | +15.5% | -109.7% | -93.9% |
| 1Y | -98.6% | +16.8% | -115.4% | -98.5% |
| All | -99.8% | +26.8% | -126.6% | -99.8% |
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