+194.3%
ETSY vs M
-41.6%
+235.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.4% |
| 7D | -3.5% | +0.6% | -4.1% | -3.8% |
| 30D | +11.4% | +7.0% | +4.4% | +9.6% |
| 3M | +10.9% | +3.1% | +7.7% | +9.8% |
| 6M | +53.5% | +33.5% | +20.0% | +42.5% |
| YTD | +59.3% | +13.4% | +45.9% | +52.7% |
| 1Y | +38.2% | +22.4% | +15.7% | +30.0% |
| 3Y | +39.6% | +150.9% | -111.3% | +6.1% |
| 5Y | -67.6% | -3.0% | -64.5% | -70.5% |
| 10Y | +653.3% | -9.1% | +662.4% | +540.0% |
| All | +194.3% | -41.6% | +235.9% | +143.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling