-66.1%
ETSY vs ALLE
+17.0%
-83.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.7% | -4.1% | -4.3% |
| 7D | -10.9% | +2.8% | -13.7% | -12.9% |
| 30D | -14.9% | -7.6% | -7.3% | -9.4% |
| 3M | +5.8% | +22.8% | -17.0% | -11.8% |
| 6M | +29.1% | +4.6% | +24.5% | +22.3% |
| YTD | +31.3% | -1.2% | +32.6% | +29.4% |
| 1Y | +25.1% | -9.1% | +34.3% | +32.7% |
| 3Y | +8.5% | +50.0% | -41.5% | -32.4% |
| 5Y | -66.1% | +15.2% | -81.3% | -74.0% |
| All | -66.1% | +17.0% | -83.1% | -74.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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