+18.5%
AGG vs ETSY
+130.9%
-112.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.2% | -0.7% |
| 7D | -0.9% | -12.7% | +11.8% | -0.7% |
| 30D | -1.0% | -9.9% | +9.0% | -0.8% |
| 3M | -1.3% | +4.2% | -5.4% | -1.4% |
| 6M | -2.1% | +34.2% | -36.3% | -2.6% |
| YTD | -1.2% | +29.1% | -30.4% | -1.7% |
| 1Y | -0.5% | +23.8% | -24.3% | -1.0% |
| 3Y | +12.4% | +6.6% | +5.8% | +11.8% |
| 5Y | -2.4% | -67.0% | +64.6% | -2.3% |
| 10Y | +14.3% | +424.9% | -410.5% | +13.5% |
| All | +18.5% | +130.9% | -112.4% | +18.5% |
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