-65.5%
ETSY vs COMP
-17.6%
-47.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +10.7% | -12.5% | -4.5% |
| 7D | +1.1% | +13.4% | -12.4% | -2.3% |
| 30D | +25.8% | +11.1% | +14.7% | +22.1% |
| 3M | +9.3% | -18.8% | +28.2% | +14.4% |
| 6M | +38.4% | +10.5% | +27.9% | +32.2% |
| YTD | +62.2% | -3.4% | +65.6% | +57.2% |
| 1Y | +58.3% | +19.7% | +38.6% | +44.8% |
| 3Y | +42.6% | +381.6% | -339.0% | -21.8% |
| All | -65.5% | -17.6% | -47.9% | -70.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling