+416.1%
ETSY vs CAPR
-78.6%
+494.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.9% | +4.5% | +0.6% |
| 7D | -12.7% | -10.6% | -2.2% | -12.5% |
| 30D | -9.9% | +111.2% | -121.1% | -11.7% |
| 3M | +4.2% | -67.2% | +71.4% | +5.0% |
| 6M | +34.2% | -75.1% | +109.3% | +35.9% |
| YTD | +29.1% | -71.2% | +100.4% | +30.3% |
| 1Y | +23.8% | +31.1% | -7.3% | +14.8% |
| 3Y | +6.6% | +31.3% | -24.7% | -6.0% |
| 5Y | -67.0% | +69.4% | -136.4% | -71.7% |
| All | +416.1% | -78.6% | +494.8% | +299.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded CAPR 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling