+500.0%
APP vs FE
+66.9%
+433.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.4% | +10.3% | +9.9% |
| 7D | +71.2% | 0.0% | +71.2% | +71.2% |
| 30D | +39.1% | +5.2% | +33.9% | +38.3% |
| 3M | +16.5% | 0.0% | +16.6% | +16.5% |
| 6M | -16.6% | +5.0% | -21.6% | -17.2% |
| YTD | -41.9% | +7.9% | -49.8% | -42.9% |
| 1Y | -37.0% | +6.3% | -43.4% | -38.0% |
| 3Y | +892.4% | +46.0% | +846.4% | +787.8% |
| 5Y | +297.3% | +45.6% | +251.7% | +260.6% |
| All | +500.0% | +66.9% | +433.2% | +429.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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