-67.2%
ETSY vs ED
+67.9%
-135.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.2% |
| 7D | -12.9% | -0.2% | -12.7% | -12.9% |
| 30D | -11.5% | +1.9% | -13.4% | -11.6% |
| 3M | +3.5% | +1.9% | +1.7% | +3.4% |
| 6M | +27.6% | -2.3% | +29.9% | +27.9% |
| YTD | +28.4% | +10.9% | +17.5% | +25.6% |
| 1Y | +27.1% | +14.5% | +12.6% | +23.1% |
| 3Y | +6.0% | +33.4% | -27.3% | -2.1% |
| All | -67.2% | +67.9% | -135.1% | -65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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