+55.1%
ETSY vs ADVB
-88.8%
+143.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -3.8% | -1.0% | -4.9% |
| 7D | -10.9% | -14.0% | +3.1% | -11.1% |
| 30D | -14.9% | +41.0% | -55.9% | -14.4% |
| 3M | +5.8% | +127.9% | -122.1% | +6.8% |
| 6M | +29.1% | +101.3% | -72.2% | +30.2% |
| YTD | +31.3% | +53.8% | -22.4% | +33.0% |
| 1Y | +25.1% | +4.4% | +20.7% | +26.5% |
| All | +55.1% | -88.8% | +143.9% | +81.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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