-41.5%
DIS vs ETSY
-66.4%
+25.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.8% | +4.6% | +0.7% |
| 7D | -1.1% | -10.9% | +9.8% | +1.0% |
| 30D | +0.1% | -14.9% | +15.0% | +3.1% |
| 3M | +7.1% | +5.8% | +1.3% | +5.5% |
| 6M | +4.3% | +29.1% | -24.9% | -1.6% |
| YTD | -6.9% | +31.3% | -38.3% | -12.9% |
| 1Y | -10.3% | +25.1% | -35.4% | -16.2% |
| 3Y | +32.8% | +8.5% | +24.3% | +22.0% |
| 5Y | -41.5% | -66.1% | +24.6% | -40.7% |
| All | -41.5% | -66.4% | +25.0% | -40.7% |
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