+240.7%
BURL vs EVRG
+121.0%
+119.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.7% |
| 7D | +4.1% | +1.9% | +2.2% | +3.2% |
| 30D | -9.5% | +9.0% | -18.5% | -12.9% |
| 3M | -33.5% | +6.3% | -39.8% | -35.3% |
| 6M | -22.1% | +9.9% | -32.0% | -25.5% |
| YTD | -14.6% | +23.8% | -38.4% | -22.8% |
| 1Y | -8.4% | +19.9% | -28.3% | -16.1% |
| 3Y | +86.6% | +94.3% | -7.7% | +34.4% |
| 5Y | -17.2% | +64.6% | -81.8% | -36.7% |
| All | +240.7% | +121.0% | +119.7% | +134.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling