+9.8%
ETSY vs COO
-27.8%
+37.6%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.2% | +4.0% | -0.2% |
| 7D | -12.9% | -9.0% | -3.9% | -10.1% |
| 30D | -11.5% | -16.8% | +5.4% | -5.9% |
| 3M | +3.5% | -7.5% | +11.0% | +6.0% |
| 6M | +27.6% | -16.3% | +43.9% | +35.3% |
| YTD | +28.4% | -22.5% | +51.0% | +39.9% |
| 1Y | +27.1% | -7.0% | +34.1% | +29.3% |
| All | +9.8% | -27.8% | +37.6% | +22.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling