+32.8%
BROS vs EVRG
+104.1%
-71.3%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.6% | +5.9% | +6.4% |
| 7D | +6.3% | +1.4% | +4.9% | +6.2% |
| 30D | -8.3% | +7.4% | -15.7% | -9.1% |
| 3M | -29.8% | +7.2% | -37.0% | -30.3% |
| 6M | -25.8% | +9.5% | -35.3% | -26.7% |
| YTD | -41.4% | +25.6% | -66.9% | -43.9% |
| 1Y | -35.2% | +20.4% | -55.5% | -37.4% |
| 3Y | +32.8% | +108.8% | -76.0% | +4.5% |
| All | +32.8% | +104.1% | -71.3% | +4.5% |
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