+506.6%
APP vs ETR
+160.4%
+346.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.1% | -3.5% | -3.5% |
| 7D | +61.1% | +2.6% | +58.5% | +60.3% |
| 30D | +42.8% | +8.7% | +34.1% | +40.3% |
| 3M | +16.7% | +6.4% | +10.3% | +15.0% |
| 6M | -15.6% | +0.7% | -16.3% | -16.1% |
| YTD | -41.3% | +23.0% | -64.4% | -45.2% |
| 1Y | -39.3% | +17.9% | -57.2% | -42.5% |
| 3Y | +803.2% | +154.9% | +648.3% | +656.0% |
| 5Y | +313.2% | +157.3% | +155.9% | +268.1% |
| All | +506.6% | +160.4% | +346.2% | +436.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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