-13.2%
BURL vs EVRG
+67.4%
-80.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.4% |
| 7D | +5.9% | +3.5% | +2.4% | +4.8% |
| 30D | -8.3% | +9.2% | -17.6% | -10.7% |
| 3M | -31.6% | +8.6% | -40.3% | -33.3% |
| 6M | -16.6% | +10.0% | -26.6% | -19.0% |
| YTD | -12.1% | +25.1% | -37.2% | -18.4% |
| 1Y | -10.0% | +19.5% | -29.5% | -15.2% |
| 3Y | +94.3% | +102.3% | -8.0% | +47.8% |
| 5Y | -13.2% | +66.8% | -80.0% | -29.4% |
| All | -13.2% | +67.4% | -80.6% | -29.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling