+421.9%
ETSY vs EXPD
+316.4%
+105.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.5% | -3.0% |
| 7D | -12.9% | +1.2% | -14.0% | -13.5% |
| 30D | -11.5% | +5.2% | -16.7% | -14.3% |
| 3M | +3.5% | +13.2% | -9.7% | -4.8% |
| 6M | +27.6% | +30.3% | -2.7% | +6.6% |
| YTD | +28.4% | +27.0% | +1.4% | +7.5% |
| 1Y | +27.1% | +57.3% | -30.2% | -9.1% |
| 3Y | +6.0% | +70.0% | -64.0% | -31.2% |
| 5Y | -67.1% | +61.6% | -128.7% | -78.1% |
| 10Y | +421.9% | +321.1% | +100.8% | +96.6% |
| All | +421.9% | +316.4% | +105.5% | +96.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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