-63.3%
ETSY vs COMP
-47.7%
-15.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.5% | -7.3% | -6.9% |
| 7D | -8.5% | +1.4% | -9.8% | -8.8% |
| 30D | -10.9% | -13.3% | +2.4% | -7.8% |
| 3M | +14.1% | +41.1% | -27.0% | +3.3% |
| 6M | +37.5% | +17.2% | +20.3% | +28.1% |
| YTD | +38.0% | +5.2% | +32.8% | +31.7% |
| 1Y | +46.5% | +18.9% | +27.6% | +34.8% |
| 3Y | +2.5% | +215.9% | -213.4% | -35.9% |
| 5Y | -65.3% | -31.2% | -34.1% | -70.7% |
| All | -63.3% | -47.7% | -15.6% | -66.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling