+20.4%
BTDR vs EVRG
+48.0%
-27.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.4% | +3.7% |
| 7D | -3.4% | +0.1% | -3.5% | -3.4% |
| 30D | +32.6% | -1.2% | +33.8% | +32.7% |
| 3M | -32.2% | -0.6% | -31.6% | -32.3% |
| 6M | +52.4% | +2.4% | +49.9% | +51.3% |
| YTD | +6.7% | +15.5% | -8.8% | +3.9% |
| 1Y | -15.2% | +16.8% | -32.1% | -17.4% |
| 3Y | +14.9% | +75.0% | -60.1% | +6.6% |
| All | +20.4% | +48.0% | -27.6% | +11.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling