+424.6%
ETSY vs EAT
+374.9%
+49.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.7% | +1.9% |
| 7D | -4.9% | -7.7% | +2.8% | -3.0% |
| 30D | -8.6% | -13.6% | +5.0% | -5.3% |
| 3M | +4.8% | +33.9% | -29.1% | -3.2% |
| 6M | +38.1% | +47.2% | -9.1% | +23.4% |
| YTD | +31.2% | +48.1% | -16.8% | +16.4% |
| 1Y | +22.1% | +33.7% | -11.6% | +10.4% |
| 3Y | +12.2% | +595.8% | -583.5% | -35.7% |
| 5Y | -66.5% | +314.4% | -380.8% | -79.3% |
| All | +424.6% | +374.9% | +49.6% | +210.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 10y: compounded portfolio wealth divided by compounded EAT 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…
10y analysis · Full analysis span regression · 6 months rolling