+421.9%
ETSY vs ACGL
+270.1%
+151.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.7% | -2.4% |
| 7D | -12.9% | -2.1% | -10.8% | -12.4% |
| 30D | -11.5% | -2.2% | -9.3% | -10.9% |
| 3M | +3.5% | +6.3% | -2.8% | +1.9% |
| 6M | +27.6% | +0.5% | +27.1% | +27.1% |
| YTD | +28.4% | +0.2% | +28.2% | +27.7% |
| 1Y | +27.1% | +7.3% | +19.8% | +23.7% |
| 3Y | +6.0% | +30.8% | -24.8% | -4.1% |
| 5Y | -67.1% | +155.8% | -222.9% | -76.0% |
| 10Y | +421.9% | +276.3% | +145.6% | +207.7% |
| All | +421.9% | +270.1% | +151.8% | +207.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 10y: compounded portfolio wealth divided by compounded ACGL 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…
10y analysis · Full analysis span regression · 6 months rolling