+137.3%
ETSY vs ETR
+330.5%
-193.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -1.0% | -1.8% |
| 7D | -12.9% | +0.4% | -13.3% | -13.0% |
| 30D | -11.5% | +2.0% | -13.5% | -12.1% |
| 3M | +3.5% | -1.7% | +5.2% | +4.1% |
| 6M | +27.6% | +3.6% | +24.0% | +25.1% |
| YTD | +28.4% | +18.0% | +10.4% | +19.8% |
| 1Y | +27.1% | +26.2% | +0.8% | +15.5% |
| 3Y | +6.0% | +148.0% | -142.0% | -25.7% |
| 5Y | -67.1% | +126.1% | -193.2% | -76.5% |
| 10Y | +421.9% | +302.3% | +119.6% | +192.0% |
| All | +137.3% | +330.5% | -193.2% | +16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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