-2.1%
BROS vs EVRG
+67.7%
-69.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.6% | +5.9% | +6.3% |
| 7D | +6.3% | +1.4% | +4.9% | +5.9% |
| 30D | -8.3% | +7.4% | -15.7% | -10.6% |
| 3M | -29.8% | +7.2% | -37.0% | -31.5% |
| 6M | -25.8% | +9.5% | -35.3% | -28.3% |
| YTD | -41.4% | +25.6% | -66.9% | -46.5% |
| 1Y | -35.2% | +20.4% | -55.5% | -39.9% |
| 3Y | +32.8% | +108.8% | -76.0% | -4.9% |
| 5Y | -42.2% | +68.0% | -110.1% | -53.2% |
| All | -2.1% | +67.7% | -69.8% | -19.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling