+155.0%
ETSY vs EXPD
+368.7%
-213.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.9% | -7.6% | -7.3% |
| 7D | -8.5% | -1.1% | -7.3% | -7.9% |
| 30D | -10.9% | +4.1% | -15.0% | -13.2% |
| 3M | +14.1% | +17.9% | -3.8% | +2.5% |
| 6M | +37.5% | +29.2% | +8.3% | +15.8% |
| YTD | +38.0% | +27.4% | +10.6% | +15.8% |
| 1Y | +46.5% | +56.8% | -10.3% | +6.0% |
| 3Y | +2.5% | +68.0% | -65.5% | -32.0% |
| 5Y | -65.3% | +61.9% | -127.1% | -76.5% |
| 10Y | +451.6% | +316.0% | +135.6% | +113.6% |
| All | +155.0% | +368.7% | -213.7% | -3.0% |
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