-5.3%
BURL vs EVRG
+15.1%
-20.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +0.9% | +6.8% | +7.6% |
| 7D | +10.4% | +2.3% | +8.1% | +10.3% |
| 30D | -4.9% | +9.0% | -13.9% | -5.3% |
| 3M | -29.8% | +3.7% | -33.4% | -29.9% |
| 6M | -16.5% | +6.8% | -23.3% | -16.2% |
| YTD | -10.5% | +21.9% | -32.5% | -13.1% |
| 1Y | -5.3% | +15.8% | -21.1% | -5.1% |
| All | -5.3% | +15.1% | -20.4% | -5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling