+23.3%
BTDR vs EVRG
+50.7%
-27.4%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.4% | -2.6% |
| 7D | +14.8% | +0.6% | +14.2% | +14.8% |
| 30D | +41.8% | -0.2% | +42.0% | +41.8% |
| 3M | -29.2% | -0.5% | -28.7% | -29.3% |
| 6M | +66.2% | +0.2% | +66.0% | +65.5% |
| YTD | +10.0% | +14.9% | -4.9% | +7.2% |
| 1Y | -11.0% | +18.2% | -29.2% | -13.3% |
| 3Y | +6.9% | +70.2% | -63.2% | -0.7% |
| 5Y | +24.7% | +45.3% | -20.7% | +15.6% |
| All | +23.3% | +50.7% | -27.4% | +13.1% |
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