+424.6%
ETSY vs EXEL
+375.2%
+49.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.3% | +3.9% | +2.3% |
| 7D | -4.9% | -4.9% | 0.0% | -3.5% |
| 30D | -8.6% | +11.4% | -20.0% | -11.5% |
| 3M | +4.8% | +4.9% | -0.1% | +3.2% |
| 6M | +38.1% | +34.4% | +3.7% | +26.0% |
| YTD | +31.2% | +28.0% | +3.2% | +21.2% |
| 1Y | +22.1% | +43.6% | -21.5% | +8.7% |
| 3Y | +12.2% | +155.2% | -143.0% | -18.4% |
| 5Y | -66.5% | +181.2% | -247.6% | -76.7% |
| All | +424.6% | +375.2% | +49.4% | +220.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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