+10.8%
BTDR vs EVRG
+72.0%
-61.2%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.2% | -6.7% | -6.5% |
| 7D | -3.2% | -0.7% | -2.5% | -3.1% |
| 30D | +32.7% | 0.0% | +32.7% | +32.5% |
| 3M | -28.4% | -1.0% | -27.4% | -28.6% |
| 6M | +51.7% | +1.0% | +50.7% | +50.0% |
| YTD | +2.9% | +15.1% | -12.2% | -3.4% |
| 1Y | -15.5% | +17.6% | -33.0% | -20.8% |
| All | +10.8% | +72.0% | -61.2% | -18.6% |
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