-35.9%
APP vs ET
+31.4%
-67.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +2.3% |
| 7D | +0.9% | +0.9% | 0.0% | +1.3% |
| 30D | -23.3% | +7.5% | -30.7% | -20.7% |
| 3M | -42.6% | +11.4% | -54.1% | -40.2% |
| 6M | -33.6% | +18.5% | -52.1% | -31.7% |
| YTD | -52.4% | +37.4% | -89.8% | -52.6% |
| 1Y | -35.9% | +30.9% | -66.8% | -39.4% |
| All | -35.9% | +31.4% | -67.3% | -39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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