+413.3%
ETSY vs CAPR
-77.7%
+491.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.6% | +2.4% | -2.1% |
| 7D | -12.9% | -12.6% | -0.2% | -12.7% |
| 30D | -11.5% | +124.4% | -135.9% | -13.3% |
| 3M | +3.5% | -66.8% | +70.3% | +4.3% |
| 6M | +27.6% | -71.8% | +99.4% | +28.9% |
| YTD | +28.4% | -70.1% | +98.5% | +29.4% |
| 1Y | +27.1% | +33.3% | -6.3% | +17.8% |
| 3Y | +6.0% | +36.7% | -30.7% | -6.6% |
| 5Y | -67.1% | +72.5% | -139.6% | -71.8% |
| All | +413.3% | -77.7% | +491.0% | +296.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling