-46.7%
CMCSA vs ETSY
-67.3%
+20.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.8% | +2.3% |
| 7D | -5.6% | -12.7% | +7.2% | -4.1% |
| 30D | -1.9% | -9.9% | +8.1% | -0.8% |
| 3M | +6.4% | +4.2% | +2.3% | +5.7% |
| 6M | -16.9% | +34.2% | -51.1% | -20.1% |
| YTD | -6.8% | +29.1% | -35.9% | -10.3% |
| 1Y | -15.9% | +23.8% | -39.7% | -19.3% |
| 3Y | -33.4% | +6.6% | -40.1% | -36.6% |
| 5Y | -46.7% | -67.0% | +20.3% | -49.5% |
| All | -46.7% | -67.3% | +20.6% | -49.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling