+137.3%
ETSY vs DVA
+123.9%
+13.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.6% | -3.9% | -2.7% |
| 7D | -12.9% | +2.0% | -14.9% | -13.4% |
| 30D | -11.5% | -0.4% | -11.1% | -11.4% |
| 3M | +3.5% | -7.7% | +11.2% | +4.9% |
| 6M | +27.6% | +20.0% | +7.7% | +19.1% |
| YTD | +28.4% | +61.1% | -32.7% | +8.5% |
| 1Y | +27.1% | +33.9% | -6.8% | +13.6% |
| 3Y | +6.0% | +91.5% | -85.5% | -18.5% |
| 5Y | -67.1% | +41.8% | -108.9% | -73.1% |
| 10Y | +421.9% | +187.5% | +234.4% | +204.4% |
| All | +137.3% | +123.9% | +13.4% | +45.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling