+142.5%
ETSY vs NYT
+464.4%
-321.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.2% | +1.4% |
| 7D | -4.9% | -0.6% | -4.3% | -4.7% |
| 30D | -8.6% | +4.6% | -13.2% | -10.5% |
| 3M | +4.8% | -9.6% | +14.4% | +8.7% |
| 6M | +38.1% | -14.0% | +52.1% | +45.8% |
| YTD | +31.2% | -2.8% | +34.1% | +30.2% |
| 1Y | +22.1% | +15.6% | +6.5% | +10.8% |
| 3Y | +12.2% | +56.3% | -44.1% | -15.3% |
| 5Y | -66.5% | +39.5% | -106.0% | -73.9% |
| 10Y | +433.4% | +488.0% | -54.6% | +133.8% |
| All | +142.5% | +464.4% | -321.8% | +1.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling