+333.0%
APP vs ED
+67.1%
+265.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.6% | +1.6% |
| 7D | +0.9% | -0.2% | +1.1% | +0.8% |
| 30D | -23.3% | -0.1% | -23.1% | -23.2% |
| 3M | -42.6% | +3.9% | -46.6% | -41.3% |
| 6M | -33.6% | -3.0% | -30.6% | -33.8% |
| YTD | -52.4% | +10.7% | -63.1% | -49.9% |
| 1Y | -35.9% | +13.3% | -49.2% | -31.7% |
| 3Y | +642.2% | +34.5% | +607.7% | +691.5% |
| All | +333.0% | +67.1% | +265.9% | +473.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling