+80.1%
ENB vs ETSY
+134.9%
-54.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.8% | +5.6% | +1.2% |
| 7D | -0.5% | -10.9% | +10.5% | +0.5% |
| 30D | -0.2% | -14.9% | +14.7% | +1.0% |
| 3M | -7.5% | +5.8% | -13.3% | -8.2% |
| 6M | -4.1% | +29.1% | -33.2% | -6.7% |
| YTD | +9.8% | +31.3% | -21.5% | +6.3% |
| 1Y | +8.7% | +25.1% | -16.4% | +5.1% |
| 3Y | +79.0% | +8.5% | +70.5% | +72.1% |
| 5Y | +69.1% | -66.1% | +135.2% | +75.2% |
| 10Y | +96.5% | +410.3% | -313.8% | +40.6% |
| All | +80.1% | +134.9% | -54.8% | +24.3% |
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