-67.0%
ETSY vs DG
-39.4%
-27.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.8% | +0.9% |
| 7D | -12.7% | -6.3% | -6.4% | -11.1% |
| 30D | -9.9% | +2.4% | -12.4% | -10.6% |
| 3M | +4.2% | +12.4% | -8.3% | +0.6% |
| 6M | +34.2% | -14.9% | +49.1% | +39.3% |
| YTD | +29.1% | -6.1% | +35.2% | +30.2% |
| 1Y | +23.8% | +17.9% | +6.0% | +16.4% |
| 3Y | +6.6% | +3.1% | +3.5% | -1.8% |
| 5Y | -67.0% | -38.7% | -28.4% | -61.5% |
| All | -67.0% | -39.4% | -27.6% | -61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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