+194.8%
ETSY vs EXPD
+370.7%
-175.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.7% | -4.4% | -3.3% |
| 7D | -4.3% | -5.5% | +1.1% | -1.3% |
| 30D | +15.3% | -1.9% | +17.2% | +16.4% |
| 3M | +3.4% | +6.1% | -2.7% | -0.8% |
| 6M | +37.4% | +21.6% | +15.8% | +20.7% |
| YTD | +59.5% | +27.9% | +31.6% | +33.1% |
| 1Y | +49.7% | +39.4% | +10.3% | +17.7% |
| 3Y | +42.6% | +72.7% | -30.1% | -7.5% |
| 5Y | -65.8% | +60.3% | -126.1% | -76.8% |
| 10Y | +677.8% | +332.6% | +345.3% | +194.5% |
| All | +194.8% | +370.7% | -175.9% | +11.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling