+9.1%
ETSY vs ALC
+16.1%
-7.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +2.1% |
| 7D | -4.9% | -6.3% | +1.4% | -1.3% |
| 30D | -8.6% | -10.3% | +1.6% | -2.7% |
| 3M | +4.8% | -0.7% | +5.5% | +4.9% |
| 6M | +38.1% | -17.8% | +55.9% | +52.0% |
| YTD | +31.2% | -15.8% | +47.0% | +41.8% |
| 1Y | +22.1% | -16.7% | +38.8% | +32.7% |
| 3Y | +12.2% | -19.7% | +32.0% | +18.5% |
| 5Y | -66.5% | -19.8% | -46.7% | -64.7% |
| All | +9.1% | +16.1% | -7.0% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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