+10.4%
ETSY vs IT
-51.9%
+62.4%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | 0.0% | +0.4% |
| 7D | -12.7% | -12.7% | 0.0% | -9.7% |
| 30D | -9.9% | -8.9% | -1.0% | -7.8% |
| 3M | +4.2% | +10.1% | -6.0% | +0.8% |
| 6M | +34.2% | +7.3% | +26.9% | +30.1% |
| YTD | +29.1% | -32.4% | +61.5% | +41.3% |
| 1Y | +23.8% | -26.6% | +50.5% | +31.3% |
| All | +10.4% | -51.9% | +62.4% | +32.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling