+317.2%
ADP vs ETSY
+146.8%
+170.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.7% | +4.6% | -1.3% |
| 7D | -3.4% | -8.5% | +5.0% | -2.4% |
| 30D | +2.8% | -10.9% | +13.7% | +4.1% |
| 3M | +20.9% | +14.1% | +6.8% | +18.8% |
| 6M | +29.9% | +37.5% | -7.6% | +24.5% |
| YTD | +9.6% | +38.0% | -28.4% | +4.8% |
| 1Y | -5.3% | +46.5% | -51.8% | -10.6% |
| 3Y | +16.5% | +2.5% | +14.0% | +12.1% |
| 5Y | +49.4% | -65.3% | +114.7% | +55.6% |
| 10Y | +282.2% | +451.6% | -169.4% | +194.6% |
| All | +317.2% | +146.8% | +170.4% | +219.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ETSY.
Daily Out/Under-Performance
Portfolio return minus ETSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETSY 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 all: compounded portfolio wealth divided by compounded ETSY 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…
all analysis · Full analysis span regression · 6 months rolling