+376.5%
BLDR vs EVRG
+113.9%
+262.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.1% | +2.2% |
| 7D | -8.2% | +0.1% | -8.3% | -8.3% |
| 30D | -16.6% | -1.2% | -15.4% | -16.1% |
| 3M | -23.2% | -0.6% | -22.6% | -22.9% |
| 6M | -33.7% | +2.4% | -36.2% | -34.7% |
| YTD | -41.3% | +15.5% | -56.8% | -46.0% |
| 1Y | -58.8% | +16.8% | -75.6% | -62.4% |
| 3Y | -57.5% | +75.0% | -132.5% | -69.4% |
| 5Y | +12.9% | +49.3% | -36.4% | -12.5% |
| All | +376.5% | +113.9% | +262.6% | +241.3% |
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