-10.7%
BURL vs EVRG
+45.5%
-56.2%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.1% | +2.8% |
| 7D | -2.8% | +1.1% | -3.9% | -3.1% |
| 30D | -28.2% | -1.0% | -27.2% | -27.9% |
| 3M | -17.6% | +0.4% | -18.0% | -17.8% |
| 6M | -11.8% | -0.8% | -10.9% | -11.8% |
| YTD | -8.1% | +15.3% | -23.5% | -12.7% |
| 1Y | -12.0% | +17.9% | -29.8% | -17.0% |
| 3Y | +63.3% | +71.9% | -8.6% | +31.0% |
| All | -10.7% | +45.5% | -56.2% | -25.1% |
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