+256.9%
BN vs EVRG
+113.2%
+143.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | -5.9% | -0.7% | -5.2% | -5.5% |
| 30D | -15.1% | 0.0% | -15.1% | -15.2% |
| 3M | -14.6% | -1.0% | -13.6% | -14.4% |
| 6M | -8.4% | +1.0% | -9.4% | -9.4% |
| YTD | -16.8% | +15.1% | -31.9% | -23.5% |
| 1Y | -14.4% | +17.6% | -31.9% | -22.3% |
| 3Y | +70.1% | +70.5% | -0.4% | +24.9% |
| 5Y | +33.5% | +48.9% | -15.3% | +4.5% |
| All | +256.9% | +113.2% | +143.6% | +143.6% |
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