+22.6%
BROS vs EVRG
+53.4%
-30.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.6% |
| 7D | -6.6% | +0.6% | -7.1% | -6.8% |
| 30D | -12.3% | -0.2% | -12.1% | -12.3% |
| 3M | -22.2% | -0.5% | -21.7% | -22.2% |
| 6M | -14.3% | +0.2% | -14.5% | -14.7% |
| YTD | -26.6% | +14.9% | -41.4% | -31.0% |
| 1Y | -31.5% | +18.2% | -49.7% | -36.5% |
| 3Y | +62.3% | +70.2% | -7.9% | +26.6% |
| All | +22.6% | +53.4% | -30.8% | +3.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling