+155.0%
ETSY vs ALLE
+195.1%
-40.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.0% | -7.7% | -7.4% |
| 7D | -8.5% | -0.2% | -8.2% | -8.4% |
| 30D | -10.9% | -6.8% | -4.1% | -6.8% |
| 3M | +14.1% | +21.0% | -6.9% | -0.3% |
| 6M | +37.5% | +1.1% | +36.4% | +34.6% |
| YTD | +38.0% | -0.5% | +38.5% | +35.9% |
| 1Y | +46.5% | -7.3% | +53.8% | +51.3% |
| 3Y | +2.5% | +42.3% | -39.7% | -22.2% |
| 5Y | -65.3% | +13.5% | -78.7% | -69.8% |
| 10Y | +451.6% | +144.0% | +307.6% | +168.2% |
| All | +155.0% | +195.1% | -40.0% | +4.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling