+662.6%
ETSY vs ACGL
+324.4%
+338.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | -1.0% | +2.2% | -3.2% | -1.6% |
| 30D | +7.3% | +12.3% | -5.0% | +4.1% |
| 3M | +10.3% | +11.8% | -1.5% | +7.2% |
| 6M | +55.1% | +17.5% | +37.6% | +48.6% |
| YTD | +60.5% | +14.3% | +46.3% | +54.3% |
| 1Y | +52.2% | +18.2% | +34.0% | +44.9% |
| 3Y | +40.8% | +33.2% | +7.6% | +27.5% |
| 5Y | -67.3% | +174.3% | -241.6% | -76.5% |
| All | +662.6% | +324.4% | +338.3% | +335.7% |
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