-45.3%
APP vs ET
+35.5%
-80.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -1.9% |
| 7D | -4.4% | +0.6% | -5.0% | -4.1% |
| 30D | -10.0% | +5.3% | -15.3% | -8.1% |
| 3M | -41.4% | +15.6% | -57.1% | -39.2% |
| 6M | -41.0% | +20.6% | -61.6% | -40.1% |
| YTD | -54.7% | +38.5% | -93.3% | -56.3% |
| 1Y | -45.3% | +35.7% | -81.1% | -46.8% |
| All | -45.3% | +35.5% | -80.8% | -46.8% |
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