-8.4%
BURL vs EVRG
+19.9%
-28.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | +4.1% | +1.9% | +2.2% | +4.0% |
| 30D | -9.5% | +9.0% | -18.5% | -9.7% |
| 3M | -33.5% | +6.3% | -39.8% | -33.7% |
| 6M | -22.1% | +9.9% | -32.0% | -21.7% |
| YTD | -14.6% | +23.8% | -38.4% | -16.6% |
| 1Y | -8.4% | +19.9% | -28.3% | -9.2% |
| All | -8.4% | +19.9% | -28.3% | -9.2% |
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