+155.0%
ETSY vs EMB
+43.8%
+111.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | 0.0% | -6.8% | -6.8% |
| 7D | -8.5% | 0.0% | -8.5% | -8.5% |
| 30D | -10.9% | -0.3% | -10.6% | -10.4% |
| 3M | +14.1% | -0.4% | +14.5% | +15.2% |
| 6M | +37.5% | +0.1% | +37.4% | +37.5% |
| YTD | +38.0% | +1.6% | +36.4% | +34.5% |
| 1Y | +46.5% | +5.6% | +40.9% | +33.6% |
| 3Y | +2.5% | +29.8% | -27.3% | -35.1% |
| 5Y | -65.3% | +7.3% | -72.6% | -69.0% |
| 10Y | +451.6% | +30.4% | +421.2% | +266.5% |
| All | +155.0% | +43.8% | +111.2% | +24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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