+194.5%
ETSY vs ALLE
+260.1%
-65.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.3% | +1.6% |
| 7D | -8.2% | -0.8% | -7.4% | -7.7% |
| 30D | +14.8% | +27.4% | -12.5% | -2.0% |
| 3M | +11.2% | +13.8% | -2.7% | +1.8% |
| 6M | +47.6% | +45.5% | +2.1% | +14.2% |
| YTD | +59.4% | +21.4% | +38.0% | +37.6% |
| 1Y | +38.6% | +15.4% | +23.2% | +23.8% |
| 3Y | +39.7% | +91.7% | -52.0% | -13.2% |
| 5Y | -65.1% | +54.5% | -119.7% | -74.8% |
| 10Y | +653.8% | +210.5% | +443.3% | +210.8% |
| All | +194.5% | +260.1% | -65.6% | +5.6% |
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