+142.7%
ETSY vs IT
+106.0%
+36.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -7.4% | +2.6% | -1.7% |
| 7D | -10.9% | -9.1% | -1.8% | -7.3% |
| 30D | -14.9% | -7.0% | -7.9% | -12.5% |
| 3M | +5.8% | +7.6% | -1.8% | +0.1% |
| 6M | +29.1% | +2.1% | +27.0% | +23.9% |
| YTD | +31.3% | -31.6% | +62.9% | +48.3% |
| 1Y | +25.1% | -29.9% | +55.0% | +38.3% |
| 3Y | +8.5% | -51.3% | +59.7% | +36.5% |
| 5Y | -66.1% | -44.8% | -21.3% | -59.8% |
| 10Y | +410.3% | +91.4% | +318.9% | +234.8% |
| All | +142.7% | +106.0% | +36.8% | +49.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling