+421.9%
ETSY vs ALK
-39.2%
+461.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.0% |
| 7D | -12.9% | -3.0% | -9.9% | -12.2% |
| 30D | -11.5% | -14.6% | +3.1% | -7.6% |
| 3M | +3.5% | -10.6% | +14.1% | +6.0% |
| 6M | +27.6% | -6.7% | +34.3% | +27.7% |
| YTD | +28.4% | -19.8% | +48.2% | +33.0% |
| 1Y | +27.1% | -35.2% | +62.3% | +39.3% |
| 3Y | +6.0% | +1.4% | +4.7% | -2.0% |
| 5Y | -67.1% | -30.7% | -36.5% | -66.9% |
| 10Y | +421.9% | -37.4% | +459.3% | +341.0% |
| All | +421.9% | -39.2% | +461.2% | +341.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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