-65.8%
ETSY vs ET
+241.8%
-307.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.5% | +1.9% |
| 7D | -4.9% | +0.2% | -5.1% | -5.0% |
| 30D | -8.6% | +2.9% | -11.5% | -9.7% |
| 3M | +4.8% | +16.8% | -12.0% | -1.6% |
| 6M | +38.1% | +18.9% | +19.2% | +27.9% |
| YTD | +31.2% | +37.7% | -6.5% | +13.7% |
| 1Y | +22.1% | +32.4% | -10.3% | +7.5% |
| 3Y | +12.2% | +99.5% | -87.2% | -22.4% |
| All | -65.8% | +241.8% | -307.5% | -79.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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