+233.9%
BURL vs EVRG
+123.3%
+110.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | +0.4% | +1.0% | -0.5% | 0.0% |
| 30D | -4.3% | +7.5% | -11.8% | -7.3% |
| 3M | -28.8% | +6.8% | -35.6% | -30.8% |
| 6M | -12.8% | +7.7% | -20.6% | -15.8% |
| YTD | -12.8% | +24.9% | -37.7% | -21.5% |
| 1Y | -12.3% | +18.1% | -30.4% | -19.1% |
| 3Y | +92.7% | +101.9% | -9.2% | +36.4% |
| 5Y | -6.5% | +67.0% | -73.5% | -29.0% |
| All | +233.9% | +123.3% | +110.6% | +133.6% |
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 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