+141.1%
BP vs EVRG
+44.9%
+96.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +2.0% |
| 7D | +4.0% | +0.6% | +3.4% | +3.9% |
| 30D | +7.8% | -0.2% | +8.1% | +7.9% |
| 3M | +8.4% | -0.5% | +8.8% | +8.4% |
| 6M | +15.1% | +0.2% | +14.9% | +14.8% |
| YTD | +36.4% | +14.9% | +21.5% | +32.0% |
| 1Y | +40.9% | +18.2% | +22.7% | +35.4% |
| 3Y | +38.8% | +70.2% | -31.3% | +22.6% |
| 5Y | +141.1% | +45.3% | +95.7% | +116.3% |
| All | +141.1% | +44.9% | +96.2% | +116.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling