-67.0%
ETSY vs ACI
-44.6%
-22.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.8% | +0.8% |
| 7D | -12.7% | -7.1% | -5.7% | -11.5% |
| 30D | -9.9% | -4.5% | -5.4% | -9.1% |
| 3M | +4.2% | -22.3% | +26.4% | +8.3% |
| 6M | +34.2% | -28.4% | +62.6% | +41.6% |
| YTD | +29.1% | -29.5% | +58.6% | +36.4% |
| 1Y | +23.8% | -34.2% | +58.1% | +32.7% |
| 3Y | +6.6% | -45.7% | +52.3% | +18.4% |
| 5Y | -67.0% | -40.8% | -26.2% | -65.2% |
| All | -67.0% | -44.6% | -22.4% | -65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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