-29.1%
BRO vs EVRG
+17.7%
-46.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | -7.3% | +0.1% | -7.4% | -7.3% |
| 30D | -6.9% | -1.2% | -5.6% | -6.5% |
| 3M | +10.7% | -0.6% | +11.3% | +11.1% |
| 6M | -2.7% | +2.4% | -5.1% | -3.1% |
| YTD | -16.3% | +15.5% | -31.8% | -20.5% |
| 1Y | -29.1% | +16.8% | -45.9% | -31.1% |
| All | -29.1% | +17.7% | -46.8% | -31.1% |
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 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