-66.1%
ETSY vs AR
+140.6%
-206.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.8% | -4.0% | -4.7% |
| 7D | -10.9% | -1.8% | -9.1% | -10.7% |
| 30D | -14.9% | +12.6% | -27.5% | -16.1% |
| 3M | +5.8% | +10.0% | -4.2% | +4.4% |
| 6M | +29.1% | +0.6% | +28.5% | +28.3% |
| YTD | +31.3% | +13.4% | +17.9% | +28.1% |
| 1Y | +25.1% | +21.7% | +3.4% | +20.4% |
| 3Y | +8.5% | +45.8% | -37.3% | +0.3% |
| 5Y | -66.1% | +144.3% | -210.3% | -70.7% |
| All | -66.1% | +140.6% | -206.7% | -70.7% |
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