+528.8%
APP vs ED
+89.0%
+439.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.1% | +4.9% | +4.7% |
| 7D | +79.2% | -0.1% | +79.2% | +78.9% |
| 30D | +48.0% | +11.6% | +36.4% | +56.2% |
| 3M | +18.2% | +10.5% | +7.7% | +24.4% |
| 6M | -12.5% | +13.2% | -25.7% | -6.4% |
| YTD | -39.2% | +22.1% | -61.3% | -32.7% |
| 1Y | -33.9% | +24.2% | -58.0% | -26.2% |
| 3Y | +933.3% | +46.9% | +886.4% | +1,065.5% |
| 5Y | +295.9% | +80.8% | +215.1% | +416.7% |
| All | +528.8% | +89.0% | +439.9% | +731.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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