-65.8%
ETSY vs DBX
+11.7%
-77.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.2% | +0.7% |
| 7D | -4.9% | +2.1% | -7.0% | -6.2% |
| 30D | -8.6% | +5.7% | -14.4% | -12.1% |
| 3M | +4.8% | +31.8% | -27.0% | -13.3% |
| 6M | +38.1% | +37.5% | +0.6% | +9.1% |
| YTD | +31.2% | +27.9% | +3.3% | +9.0% |
| 1Y | +22.1% | +15.0% | +7.1% | +8.0% |
| 3Y | +12.2% | +27.2% | -14.9% | -17.6% |
| All | -65.8% | +11.7% | -77.5% | -74.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 5y: compounded portfolio wealth divided by compounded DBX 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…
5y analysis · Full analysis span regression · 6 months rolling