+46.5%
ETSY vs M
+46.1%
+0.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +2.6% | -9.3% | -7.5% |
| 7D | -8.5% | +4.7% | -13.2% | -9.8% |
| 30D | -10.9% | -9.6% | -1.2% | -8.1% |
| 3M | +14.1% | +0.9% | +13.3% | +13.0% |
| 6M | +37.5% | +22.3% | +15.2% | +27.2% |
| YTD | +38.0% | +6.5% | +31.5% | +32.6% |
| 1Y | +46.5% | +38.8% | +7.8% | +19.9% |
| All | +46.5% | +46.1% | +0.4% | +19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling