+289.9%
BNY vs EVRG
+72.5%
+217.4%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | -1.3% | +0.1% | -1.4% | -1.4% |
| 30D | -0.2% | -1.2% | +1.1% | +0.1% |
| 3M | +14.9% | -0.6% | +15.5% | +14.9% |
| 6M | +40.0% | +2.4% | +37.6% | +38.6% |
| YTD | +42.0% | +15.5% | +26.5% | +35.0% |
| 1Y | +56.9% | +16.8% | +40.0% | +48.3% |
| 3Y | +289.9% | +75.0% | +214.9% | +213.4% |
| All | +289.9% | +72.5% | +217.4% | +213.4% |
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 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