-65.0%
ETSY vs COMP
-49.4%
-15.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -3.3% | -1.5% | -4.0% |
| 7D | -10.9% | +4.1% | -15.0% | -11.8% |
| 30D | -14.9% | -14.5% | -0.3% | -11.6% |
| 3M | +5.8% | +41.8% | -36.0% | -4.3% |
| 6M | +29.1% | +23.6% | +5.6% | +18.8% |
| YTD | +31.3% | +1.7% | +29.6% | +26.4% |
| 1Y | +25.1% | +12.6% | +12.6% | +16.7% |
| 3Y | +8.5% | +221.9% | -213.4% | -32.6% |
| 5Y | -66.1% | -28.1% | -38.0% | -71.6% |
| All | -65.0% | -49.4% | -15.6% | -67.4% |
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