+68.8%
BN vs EVRG
+71.7%
-2.8%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.4% |
| 7D | -3.0% | +0.6% | -3.6% | -3.2% |
| 30D | -13.0% | -0.2% | -12.8% | -13.0% |
| 3M | -15.2% | -0.5% | -14.8% | -15.3% |
| 6M | -5.9% | +0.2% | -6.1% | -6.4% |
| YTD | -15.8% | +14.9% | -30.7% | -22.2% |
| 1Y | -12.2% | +18.2% | -30.4% | -20.4% |
| All | +68.8% | +71.7% | -2.8% | +18.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling