-65.8%
ETSY vs DVA
+46.8%
-112.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | -4.9% | -1.3% | -3.6% | -4.7% |
| 30D | -8.6% | 0.0% | -8.7% | -8.7% |
| 3M | +4.8% | -10.9% | +15.7% | +6.5% |
| 6M | +38.1% | +17.3% | +20.8% | +31.8% |
| YTD | +31.2% | +59.8% | -28.6% | +15.8% |
| 1Y | +22.1% | +36.3% | -14.2% | +12.0% |
| 3Y | +12.2% | +88.6% | -76.4% | -8.1% |
| All | -65.8% | +46.8% | -112.6% | -71.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling