+69.4%
EMR vs ETSY
-66.2%
+135.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.6% | +0.9% | +2.4% |
| 7D | -0.4% | -4.9% | +4.5% | +0.2% |
| 30D | -6.8% | -8.6% | +1.9% | -5.8% |
| 3M | +7.5% | +4.8% | +2.7% | +6.3% |
| 6M | +9.9% | +38.1% | -28.2% | +4.2% |
| YTD | +16.0% | +31.2% | -15.3% | +10.5% |
| 1Y | +12.4% | +22.1% | -9.7% | +7.1% |
| 3Y | +60.2% | +12.2% | +48.0% | +50.1% |
| All | +69.4% | -66.2% | +135.7% | +66.5% |
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