+134.1%
BP vs EVRG
+113.9%
+20.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | +5.2% | +0.1% | +5.1% | +5.2% |
| 30D | +8.7% | -1.2% | +9.9% | +9.1% |
| 3M | +9.3% | -0.6% | +10.0% | +9.4% |
| 6M | +13.6% | +2.4% | +11.1% | +12.3% |
| YTD | +37.7% | +15.5% | +22.2% | +30.8% |
| 1Y | +40.6% | +16.8% | +23.8% | +33.0% |
| 3Y | +40.3% | +75.0% | -34.7% | +15.1% |
| 5Y | +141.4% | +49.3% | +92.1% | +106.6% |
| All | +134.1% | +113.9% | +20.2% | +84.2% |
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