+142.5%
ETSY vs NTRS
+260.3%
-117.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.6% | +1.1% |
| 7D | -4.9% | +1.4% | -6.3% | -5.5% |
| 30D | -8.6% | -0.7% | -8.0% | -8.4% |
| 3M | +4.8% | +11.3% | -6.5% | -0.6% |
| 6M | +38.1% | +35.5% | +2.6% | +18.9% |
| YTD | +31.2% | +40.6% | -9.4% | +10.8% |
| 1Y | +22.1% | +49.2% | -27.1% | +0.1% |
| 3Y | +12.2% | +167.2% | -155.0% | -31.8% |
| 5Y | -66.5% | +94.9% | -161.4% | -76.6% |
| 10Y | +433.4% | +259.5% | +174.0% | +151.3% |
| All | +142.5% | +260.3% | -117.8% | -1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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