+657.1%
ETSY vs M
-6.5%
+663.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.1% | +2.4% |
| 7D | -8.2% | -3.3% | -4.9% | -7.6% |
| 30D | +14.8% | +8.1% | +6.8% | +12.7% |
| 3M | +11.2% | +2.2% | +8.9% | +10.3% |
| 6M | +47.6% | +35.1% | +12.5% | +36.4% |
| YTD | +59.4% | +15.8% | +43.5% | +51.9% |
| 1Y | +38.6% | +25.8% | +12.8% | +29.3% |
| 3Y | +39.7% | +156.2% | -116.5% | +4.8% |
| 5Y | -65.1% | -2.4% | -62.8% | -68.6% |
| All | +657.1% | -6.5% | +663.6% | +573.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling