-57.5%
ETSY vs COMP
-49.2%
-8.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.7% | -7.3% | -3.1% |
| 7D | -4.3% | +14.5% | -18.9% | -7.8% |
| 30D | +15.3% | +14.9% | +0.4% | +10.8% |
| 3M | +3.4% | -14.2% | +17.6% | +6.5% |
| 6M | +37.4% | +23.7% | +13.6% | +27.5% |
| YTD | +59.5% | +2.1% | +57.4% | +52.4% |
| 1Y | +49.7% | +26.2% | +23.5% | +35.1% |
| 3Y | +42.6% | +470.9% | -428.3% | -24.8% |
| 5Y | -65.8% | -14.0% | -51.8% | -72.5% |
| All | -57.5% | -49.2% | -8.3% | -60.7% |
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