+243.7%
ETSY vs NTR
+98.7%
+145.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.0% | +1.2% |
| 7D | -12.7% | -2.5% | -10.3% | -12.2% |
| 30D | -9.9% | +17.0% | -27.0% | -13.7% |
| 3M | +4.2% | +22.2% | -18.0% | -1.7% |
| 6M | +34.2% | +5.2% | +29.0% | +30.7% |
| YTD | +29.1% | +29.7% | -0.5% | +17.5% |
| 1Y | +23.8% | +39.4% | -15.6% | +9.8% |
| 3Y | +6.6% | +38.2% | -31.5% | -7.1% |
| 5Y | -67.0% | +47.6% | -114.6% | -74.5% |
| All | +243.7% | +98.7% | +145.0% | +110.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling