+368.8%
ADP vs ETSY
+187.1%
+181.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.2% | +0.6% |
| 7D | +2.2% | -1.0% | +3.2% | +2.3% |
| 30D | +10.6% | +7.3% | +3.2% | +9.5% |
| 3M | +12.9% | +10.3% | +2.6% | +11.3% |
| 6M | +50.6% | +55.1% | -4.4% | +42.3% |
| YTD | +23.2% | +60.5% | -37.3% | +15.4% |
| 1Y | +25.3% | +52.2% | -26.9% | +18.0% |
| 3Y | +47.1% | +40.8% | +6.3% | +36.3% |
| 5Y | +50.1% | -67.3% | +117.4% | +56.9% |
| 10Y | +323.6% | +659.4% | -335.7% | +218.3% |
| All | +368.8% | +187.1% | +181.7% | +251.2% |
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