+424.6%
ETSY vs IT
+103.1%
+321.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.3% | -3.6% | -0.5% |
| 7D | -4.9% | -3.7% | -1.2% | -3.5% |
| 30D | -8.6% | +0.1% | -8.7% | -8.7% |
| 3M | +4.8% | +20.7% | -15.9% | -5.5% |
| 6M | +38.1% | +12.0% | +26.1% | +27.4% |
| YTD | +31.2% | -28.8% | +60.1% | +45.8% |
| 1Y | +22.1% | -25.5% | +47.6% | +31.7% |
| 3Y | +12.2% | -48.8% | +61.0% | +38.1% |
| 5Y | -66.5% | -42.7% | -23.7% | -60.9% |
| All | +424.6% | +103.1% | +321.5% | +280.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 10y: compounded portfolio wealth divided by compounded IT 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…
10y analysis · Full analysis span regression · 6 months rolling