+9.8%
ETSY vs M
+106.8%
-96.9%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.2% | +1.9% | -1.1% |
| 7D | -12.9% | -4.1% | -8.8% | -12.0% |
| 30D | -11.5% | -13.6% | +2.2% | -8.1% |
| 3M | +3.5% | -2.3% | +5.8% | +3.7% |
| 6M | +27.6% | +21.9% | +5.7% | +20.3% |
| YTD | +28.4% | -0.6% | +29.0% | +26.9% |
| 1Y | +27.1% | +29.7% | -2.6% | +17.0% |
| All | +9.8% | +106.8% | -96.9% | -33.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling