+51.8%
ETSY vs NYT
+11.3%
+40.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.4% | -3.5% | -4.7% |
| 7D | -0.1% | -5.5% | +5.5% | +0.9% |
| 30D | +28.2% | +2.7% | +25.5% | +27.9% |
| 3M | +6.6% | +0.5% | +6.1% | +6.5% |
| 6M | +45.4% | -14.6% | +60.0% | +48.6% |
| YTD | +65.1% | -4.4% | +69.5% | +70.3% |
| 1Y | +51.8% | +15.2% | +36.6% | +53.8% |
| All | +51.8% | +11.3% | +40.5% | +53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 1y: compounded portfolio wealth divided by compounded NYT 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…
1y analysis · Full analysis span regression · 6 months rolling