+194.3%
ETSY vs COO
+36.4%
+157.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.6% |
| 7D | -3.5% | -2.1% | -1.5% | -2.5% |
| 30D | +11.4% | +13.9% | -2.6% | +4.1% |
| 3M | +10.9% | -18.9% | +29.8% | +22.8% |
| 6M | +53.5% | +3.7% | +49.8% | +47.4% |
| YTD | +59.3% | -24.1% | +83.4% | +80.8% |
| 1Y | +38.2% | -14.2% | +52.4% | +45.9% |
| 3Y | +39.6% | -24.5% | +64.1% | +50.2% |
| 5Y | -67.6% | -40.4% | -27.1% | -59.8% |
| 10Y | +653.3% | +40.5% | +612.8% | +546.0% |
| All | +194.3% | +36.4% | +157.9% | +104.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling