-67.1%
ETSY vs M
+22.2%
-89.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.2% | +1.9% | -0.6% |
| 7D | -12.9% | -4.1% | -8.8% | -11.5% |
| 30D | -11.5% | -13.6% | +2.2% | -6.5% |
| 3M | +3.5% | -2.3% | +5.8% | +3.6% |
| 6M | +27.6% | +21.9% | +5.7% | +16.7% |
| YTD | +28.4% | -0.6% | +29.0% | +26.0% |
| 1Y | +27.1% | +29.7% | -2.6% | +11.7% |
| 3Y | +6.0% | +107.3% | -101.2% | -33.7% |
| 5Y | -67.1% | +20.5% | -87.6% | -72.2% |
| All | -67.1% | +22.2% | -89.4% | -72.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling