-65.2%
ETSY vs AR
+87.1%
-152.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +4.3% | -8.1% | -4.3% |
| 7D | -3.7% | -5.8% | +2.0% | -3.2% |
| 30D | +12.8% | +4.8% | +7.9% | +11.9% |
| 3M | +7.6% | +1.5% | +6.1% | +7.0% |
| 6M | +34.4% | +4.7% | +29.7% | +32.7% |
| YTD | +56.0% | +9.2% | +46.8% | +52.2% |
| 1Y | +43.6% | +11.2% | +32.4% | +39.5% |
| 3Y | +36.8% | +46.2% | -9.5% | +25.7% |
| 5Y | -65.2% | +98.1% | -163.3% | -70.2% |
| All | -65.2% | +87.1% | -152.3% | -70.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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