+290.2%
BN vs EVRG
+124.6%
+165.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.9% |
| 7D | -1.0% | +1.4% | -2.4% | -1.7% |
| 30D | +14.0% | +7.4% | +6.6% | +9.8% |
| 3M | -9.0% | +7.2% | -16.2% | -12.4% |
| 6M | -8.8% | +9.5% | -18.3% | -13.4% |
| YTD | -10.3% | +25.6% | -35.8% | -21.2% |
| 1Y | -5.8% | +20.4% | -26.2% | -15.4% |
| 3Y | +94.8% | +108.8% | -14.0% | +28.3% |
| 5Y | +31.5% | +68.0% | -36.5% | -3.4% |
| All | +290.2% | +124.6% | +165.6% | +158.4% |
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