+295.9%
APP vs ET
+203.7%
+92.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.9% | +3.9% | +4.2% |
| 7D | +79.2% | -4.4% | +83.6% | +84.0% |
| 30D | +48.0% | -4.8% | +52.8% | +51.6% |
| 3M | +18.2% | -3.4% | +21.7% | +19.1% |
| 6M | -12.5% | +2.2% | -14.7% | -17.1% |
| YTD | -39.2% | +24.2% | -63.4% | -51.7% |
| 1Y | -33.9% | +24.5% | -58.4% | -47.7% |
| 3Y | +933.3% | +83.6% | +849.7% | +534.3% |
| 5Y | +295.9% | +203.4% | +92.5% | +104.1% |
| All | +295.9% | +203.7% | +92.2% | +104.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling