+199.8%
ETSY vs EXPD
+358.3%
-158.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.5% | -0.4% |
| 7D | +1.1% | -7.2% | +8.3% | +5.5% |
| 30D | +25.8% | -3.3% | +29.1% | +28.2% |
| 3M | +9.3% | +3.4% | +5.9% | +6.7% |
| 6M | +38.4% | +22.7% | +15.7% | +20.9% |
| YTD | +62.2% | +24.5% | +37.7% | +37.6% |
| 1Y | +58.3% | +38.6% | +19.7% | +24.9% |
| 3Y | +42.6% | +71.5% | -28.9% | -7.5% |
| 5Y | -65.4% | +56.2% | -121.7% | -76.1% |
| 10Y | +685.4% | +310.5% | +375.0% | +206.1% |
| All | +199.8% | +358.3% | -158.5% | +15.3% |
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