+653.5%
ETSY vs ACWI
+220.7%
+432.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -1.5% |
| 7D | -3.7% | -0.2% | -3.6% | -3.5% |
| 30D | +12.8% | -3.3% | +16.0% | +18.1% |
| 3M | +7.6% | -3.4% | +11.0% | +12.5% |
| 6M | +34.4% | +0.8% | +33.6% | +31.6% |
| YTD | +56.0% | +10.7% | +45.3% | +32.7% |
| 1Y | +43.6% | +11.6% | +32.0% | +20.8% |
| 3Y | +36.8% | +73.4% | -36.6% | -40.8% |
| 5Y | -65.2% | +60.2% | -125.4% | -82.0% |
| 10Y | +653.5% | +221.6% | +431.9% | +38.7% |
| All | +653.5% | +220.7% | +432.8% | +38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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