+249.3%
ETSY vs NTR
+97.9%
+151.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.7% |
| 7D | -4.9% | -1.3% | -3.6% | -4.6% |
| 30D | -8.6% | +16.8% | -25.4% | -12.4% |
| 3M | +4.8% | +20.7% | -16.0% | -0.8% |
| 6M | +38.1% | +0.5% | +37.6% | +36.3% |
| YTD | +31.2% | +29.2% | +2.1% | +19.5% |
| 1Y | +22.1% | +39.6% | -17.5% | +8.2% |
| 3Y | +12.2% | +37.9% | -25.6% | -2.1% |
| 5Y | -66.5% | +47.1% | -113.5% | -74.0% |
| All | +249.3% | +97.9% | +151.4% | +114.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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