+102.3%
EEM vs ETSY
+129.6%
-27.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | -0.2% |
| 7D | +2.0% | -12.9% | +14.9% | +3.6% |
| 30D | +5.1% | -11.5% | +16.5% | +6.5% |
| 3M | +4.6% | +3.5% | +1.0% | +3.7% |
| 6M | +17.8% | +27.6% | -9.9% | +13.4% |
| YTD | +25.8% | +28.4% | -2.6% | +20.6% |
| 1Y | +36.4% | +27.1% | +9.3% | +29.9% |
| 3Y | +90.0% | +6.0% | +83.9% | +80.7% |
| 5Y | +46.6% | -67.1% | +113.7% | +54.5% |
| 10Y | +132.3% | +421.9% | -289.7% | +69.1% |
| All | +102.3% | +129.6% | -27.3% | +48.7% |
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 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