-20.3%
BROS vs EVRG
+15.1%
-35.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | +0.1% | +1.1% |
| 7D | +2.5% | +2.3% | +0.1% | +2.9% |
| 30D | +15.1% | +9.0% | +6.1% | +16.5% |
| 3M | -31.4% | +3.7% | -35.1% | -31.1% |
| 6M | -22.6% | +6.8% | -29.4% | -21.2% |
| YTD | -28.1% | +21.9% | -50.1% | -29.3% |
| 1Y | -20.3% | +15.8% | -36.1% | -18.4% |
| All | -20.3% | +15.1% | -35.4% | -18.4% |
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 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