+93.5%
BURL vs EVRG
+104.1%
-10.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.6% | -4.2% | -3.7% |
| 7D | -1.6% | +1.4% | -3.0% | -1.8% |
| 30D | -7.7% | +7.4% | -15.1% | -9.0% |
| 3M | -31.7% | +7.2% | -38.9% | -32.6% |
| 6M | -15.2% | +9.5% | -24.6% | -16.7% |
| YTD | -15.9% | +25.6% | -41.5% | -20.3% |
| 1Y | -14.2% | +20.4% | -34.6% | -17.7% |
| 3Y | +93.5% | +108.8% | -15.3% | +41.5% |
| All | +93.5% | +104.1% | -10.6% | +41.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling