-7.8%
BRO vs EVRG
+72.5%
-80.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | -7.3% | +0.1% | -7.4% | -7.4% |
| 30D | -6.9% | -1.2% | -5.6% | -6.5% |
| 3M | +10.7% | -0.6% | +11.3% | +10.9% |
| 6M | -2.7% | +2.4% | -5.1% | -3.5% |
| YTD | -16.3% | +15.5% | -31.8% | -20.7% |
| 1Y | -29.1% | +16.8% | -45.9% | -33.0% |
| 3Y | -7.8% | +75.0% | -82.8% | -22.4% |
| All | -7.8% | +72.5% | -80.3% | -22.4% |
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 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