+12.2%
ETSY vs COPX
+149.4%
-137.1%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.7% |
| 7D | -4.9% | -2.3% | -2.6% | -4.6% |
| 30D | -8.6% | +0.3% | -8.9% | -9.0% |
| 3M | +4.8% | +6.8% | -2.0% | +2.3% |
| 6M | +38.1% | +7.9% | +30.1% | +33.0% |
| YTD | +31.2% | +23.7% | +7.5% | +18.5% |
| 1Y | +22.1% | +71.5% | -49.4% | -2.7% |
| 3Y | +12.2% | +149.1% | -136.9% | -28.6% |
| All | +12.2% | +149.4% | -137.1% | -28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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