+25,535.5%
BRO vs EVRG
+2,071.0%
+23,464.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.8% |
| 6M | -2.7% | +2.4% | -5.1% | -3.5% |
| YTD | -16.3% | +15.5% | -31.8% | -20.2% |
| 1Y | -29.1% | +16.8% | -45.9% | -32.6% |
| 3Y | -7.8% | +75.0% | -82.8% | -23.2% |
| 5Y | +18.7% | +49.3% | -30.6% | +3.4% |
| 10Y | +291.9% | +113.5% | +178.4% | +202.8% |
| All | +25,535.5% | +2,071.0% | +23,464.4% | +11,373.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling