+155.0%
ETSY vs A
+283.4%
-128.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.6% | -7.3% | -7.1% |
| 7D | -8.5% | -1.9% | -6.5% | -7.3% |
| 30D | -10.9% | +6.9% | -17.8% | -15.5% |
| 3M | +14.1% | +9.2% | +4.9% | +5.7% |
| 6M | +37.5% | +25.7% | +11.8% | +12.9% |
| YTD | +38.0% | +11.5% | +26.5% | +23.3% |
| 1Y | +46.5% | +18.4% | +28.2% | +24.3% |
| 3Y | +2.5% | +26.6% | -24.1% | -22.2% |
| 5Y | -65.3% | -12.8% | -52.5% | -64.4% |
| 10Y | +451.6% | +247.2% | +204.4% | +115.9% |
| All | +155.0% | +283.4% | -128.4% | -26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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