-65.8%
ETSY vs NYT
+38.8%
-104.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.2% | +1.4% |
| 7D | -4.9% | -0.6% | -4.3% | -4.6% |
| 30D | -8.6% | +4.6% | -13.2% | -10.8% |
| 3M | +4.8% | -9.6% | +14.4% | +9.2% |
| 6M | +38.1% | -14.0% | +52.1% | +47.0% |
| YTD | +31.2% | -2.8% | +34.1% | +29.2% |
| 1Y | +22.1% | +15.6% | +6.5% | +7.3% |
| 3Y | +12.2% | +56.3% | -44.1% | -25.1% |
| All | -65.8% | +38.8% | -104.6% | -77.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling