-57.3%
ETSY vs COMP
-52.0%
-5.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.4% |
| 7D | -1.0% | 0.0% | -1.0% | -1.2% |
| 30D | +7.3% | +16.6% | -9.2% | +2.8% |
| 3M | +10.3% | -23.5% | +33.8% | +17.0% |
| 6M | +55.1% | +25.7% | +29.3% | +43.2% |
| YTD | +60.5% | -3.4% | +63.9% | +55.4% |
| 1Y | +52.2% | +7.6% | +44.6% | +43.0% |
| 3Y | +40.8% | +423.6% | -382.8% | -24.0% |
| 5Y | -67.3% | -10.6% | -56.7% | -73.9% |
| All | -57.3% | -52.0% | -5.3% | -59.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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