-2.6%
ETSY vs NVD
-99.1%
+96.6%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.5% | -3.9% | +0.8% |
| 7D | -12.7% | +9.0% | -21.8% | -12.3% |
| 30D | -9.9% | -5.5% | -4.5% | -10.1% |
| 3M | +4.2% | -24.6% | +28.8% | +3.1% |
| 6M | +34.2% | -42.1% | +76.3% | +31.8% |
| YTD | +29.1% | -44.3% | +73.5% | +26.8% |
| 1Y | +23.8% | -54.2% | +78.0% | +21.1% |
| 3Y | +6.6% | -99.1% | +105.8% | -7.2% |
| All | -2.6% | -99.1% | +96.6% | -15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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