-64.7%
ETSY vs EXPD
+61.6%
-126.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.9% | -7.6% | -7.2% |
| 7D | -8.5% | -1.1% | -7.3% | -7.9% |
| 30D | -10.9% | +4.1% | -15.0% | -13.1% |
| 3M | +14.1% | +17.9% | -3.8% | +2.8% |
| 6M | +37.5% | +29.2% | +8.3% | +16.3% |
| YTD | +38.0% | +27.4% | +10.6% | +16.2% |
| 1Y | +46.5% | +56.8% | -10.3% | +5.6% |
| 3Y | +2.5% | +68.0% | -65.5% | -33.8% |
| All | -64.7% | +61.6% | -126.2% | -77.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling