+950.6%
BX vs EVRG
+635.7%
+314.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -2.2% |
| 7D | -2.0% | +0.9% | -2.9% | -2.6% |
| 30D | -2.3% | -0.5% | -1.8% | -2.1% |
| 3M | +18.5% | +1.5% | +17.0% | +16.9% |
| 6M | +23.7% | +1.2% | +22.6% | +21.7% |
| YTD | -10.4% | +16.3% | -26.7% | -20.3% |
| 1Y | -19.6% | +20.3% | -39.8% | -30.3% |
| 3Y | +30.8% | +72.3% | -41.5% | -13.3% |
| 5Y | +24.3% | +46.7% | -22.3% | -8.8% |
| 10Y | +679.5% | +113.8% | +565.7% | +292.0% |
| All | +950.6% | +635.7% | +314.9% | +53.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling