+137.3%
ETSY vs INDA
+68.8%
+68.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.4% | -1.6% |
| 7D | -12.9% | -2.6% | -10.3% | -11.1% |
| 30D | -11.5% | -2.9% | -8.5% | -9.5% |
| 3M | +3.5% | +2.4% | +1.2% | +1.7% |
| 6M | +27.6% | -2.6% | +30.2% | +30.1% |
| YTD | +28.4% | -10.0% | +38.4% | +38.5% |
| 1Y | +27.1% | -7.7% | +34.7% | +34.5% |
| 3Y | +6.0% | +8.9% | -2.8% | -1.9% |
| 5Y | -67.1% | +6.0% | -73.1% | -68.4% |
| 10Y | +421.9% | +84.4% | +337.5% | +238.8% |
| All | +137.3% | +68.8% | +68.5% | +47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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