+49.6%
EVRG vs BG
+81.8%
-32.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.1% | +0.5% |
| 7D | +0.1% | +3.1% | -3.0% | -0.3% |
| 30D | -1.2% | +10.2% | -11.5% | -2.4% |
| 3M | -0.6% | -1.7% | +1.1% | -0.5% |
| 6M | +2.4% | +1.0% | +1.5% | +2.0% |
| YTD | +15.5% | +39.9% | -24.5% | +10.1% |
| 1Y | +16.8% | +53.2% | -36.4% | +9.8% |
| 3Y | +75.0% | +16.3% | +58.7% | +70.0% |
| All | +49.6% | +81.8% | -32.2% | +39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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