+65.2%
ETSY vs DVA
+62.2%
+3.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +5.8% | +1.3% | +6.4% |
| 7D | +4.2% | +4.7% | -0.5% | +3.7% |
| 30D | +35.8% | +7.8% | +28.0% | +34.6% |
| 3M | +11.4% | -15.5% | +26.8% | +11.5% |
| 6M | +50.3% | +25.0% | +25.2% | +47.3% |
| YTD | +73.6% | +69.6% | +4.0% | +66.6% |
| 1Y | +65.2% | +60.6% | +4.6% | +65.4% |
| All | +65.2% | +62.2% | +3.0% | +65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 1y: compounded portfolio wealth divided by compounded DVA 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…
1y analysis · Full analysis span regression · 6 months rolling