-66.1%
ETSY vs CAPR
+87.6%
-153.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -3.6% | -1.2% | -4.8% |
| 7D | -10.9% | -9.5% | -1.4% | -10.8% |
| 30D | -14.9% | +121.5% | -136.4% | -15.8% |
| 3M | +5.8% | -65.4% | +71.2% | +6.2% |
| 6M | +29.1% | -67.5% | +96.6% | +29.7% |
| YTD | +31.3% | -68.6% | +100.0% | +31.9% |
| 1Y | +25.1% | +42.7% | -17.6% | +19.5% |
| 3Y | +8.5% | +43.4% | -34.9% | -9.1% |
| 5Y | -66.1% | +86.0% | -152.1% | -75.0% |
| All | -66.1% | +87.6% | -153.7% | -75.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling