+196.7%
ETSY vs CAPR
-85.9%
+282.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.9% | +7.7% | +1.0% |
| 7D | -1.0% | +5.9% | -6.9% | -1.2% |
| 30D | +7.3% | +44.6% | -37.3% | +6.3% |
| 3M | +10.3% | +126.4% | -116.0% | +7.7% |
| 6M | +55.1% | -68.6% | +123.6% | +56.1% |
| YTD | +60.5% | -67.0% | +127.5% | +61.2% |
| 1Y | +52.2% | +65.2% | -13.0% | +39.6% |
| 3Y | +40.8% | +235.6% | -194.8% | +19.9% |
| 5Y | -67.3% | +175.4% | -242.7% | -72.5% |
| 10Y | +659.4% | -65.0% | +724.3% | +495.6% |
| All | +196.7% | -85.9% | +282.5% | +126.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling