+199.8%
ETSY vs ALLE
+249.4%
-49.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.1% |
| 7D | +1.1% | -0.6% | +1.7% | +1.6% |
| 30D | +25.8% | +25.3% | +0.5% | +8.6% |
| 3M | +9.3% | +10.3% | -1.0% | +2.3% |
| 6M | +38.4% | +38.0% | +0.4% | +10.9% |
| YTD | +62.2% | +17.8% | +44.4% | +42.9% |
| 1Y | +58.3% | +13.6% | +44.7% | +42.9% |
| 3Y | +42.6% | +89.2% | -46.6% | -10.7% |
| 5Y | -65.4% | +51.1% | -116.5% | -74.6% |
| 10Y | +685.4% | +228.1% | +457.3% | +207.8% |
| All | +199.8% | +249.4% | -49.6% | +9.7% |
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