+661.1%
BX vs EVRG
+113.9%
+547.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.3% | +2.2% | +2.3% |
| 7D | -5.6% | +0.1% | -5.7% | -5.6% |
| 30D | -12.2% | -1.2% | -11.0% | -11.7% |
| 3M | +7.4% | -0.6% | +8.0% | +7.5% |
| 6M | +22.2% | +2.4% | +19.7% | +20.0% |
| YTD | -14.0% | +15.5% | -29.5% | -20.9% |
| 1Y | -27.3% | +16.8% | -44.1% | -33.7% |
| 3Y | +24.5% | +75.0% | -50.5% | -9.3% |
| 5Y | +18.9% | +49.3% | -30.5% | -6.2% |
| All | +661.1% | +113.9% | +547.1% | +439.5% |
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