-33.2%
BROS vs EVRG
+18.2%
-51.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.2% | -3.6% | -3.4% |
| 7D | -6.1% | -0.7% | -5.4% | -6.2% |
| 30D | -12.4% | 0.0% | -12.4% | -12.3% |
| 3M | -27.9% | -1.0% | -27.0% | -27.7% |
| 6M | -16.8% | +1.0% | -17.8% | -15.9% |
| YTD | -29.0% | +15.1% | -44.1% | -29.4% |
| 1Y | -33.2% | +17.6% | -50.8% | -38.9% |
| All | -33.2% | +18.2% | -51.4% | -38.9% |
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 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