+389.2%
BLDR vs EVRG
+728.4%
-339.2%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.0% | +2.9% |
| 7D | -2.8% | +1.1% | -4.0% | -3.8% |
| 30D | -13.3% | -1.0% | -12.3% | -12.7% |
| 3M | -12.3% | +0.4% | -12.7% | -12.6% |
| 6M | -31.5% | -0.8% | -30.6% | -31.3% |
| YTD | -36.1% | +15.3% | -51.4% | -43.9% |
| 1Y | -54.1% | +17.9% | -72.0% | -60.6% |
| 3Y | -55.8% | +71.9% | -127.7% | -73.4% |
| 5Y | +20.7% | +45.3% | -24.5% | -18.6% |
| 10Y | +390.2% | +113.1% | +277.2% | +98.2% |
| All | +389.2% | +728.4% | -339.2% | -60.5% |
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