+424.6%
ETSY vs COO
+17.0%
+407.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.9% |
| 7D | -4.9% | -22.5% | +17.6% | +8.6% |
| 30D | -8.6% | -29.7% | +21.1% | +10.3% |
| 3M | +4.8% | -20.1% | +24.9% | +17.1% |
| 6M | +38.1% | -26.9% | +65.0% | +61.0% |
| YTD | +31.2% | -34.2% | +65.5% | +62.7% |
| 1Y | +22.1% | -21.3% | +43.4% | +35.3% |
| 3Y | +12.2% | -38.7% | +50.9% | +36.5% |
| 5Y | -66.5% | -52.2% | -14.3% | -52.5% |
| All | +424.6% | +17.0% | +407.6% | +330.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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