+24.5%
BX vs EVRG
+72.5%
-48.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.3% | +2.2% | +2.4% |
| 7D | -5.6% | +0.1% | -5.7% | -5.6% |
| 30D | -12.2% | -1.2% | -11.0% | -11.9% |
| 3M | +7.4% | -0.6% | +8.0% | +7.4% |
| 6M | +22.2% | +2.4% | +19.7% | +20.7% |
| YTD | -14.0% | +15.5% | -29.5% | -19.6% |
| 1Y | -27.3% | +16.8% | -44.1% | -32.5% |
| 3Y | +24.5% | +75.0% | -50.5% | -8.0% |
| All | +24.5% | +72.5% | -48.0% | -8.0% |
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