+421.9%
ETSY vs P
+694.3%
-272.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.0% | +1.8% | -1.0% |
| 7D | -12.9% | +5.0% | -17.9% | -14.3% |
| 30D | -11.5% | -0.9% | -10.5% | -12.3% |
| 3M | +3.5% | +38.7% | -35.1% | -9.6% |
| 6M | +27.6% | +54.4% | -26.8% | +5.0% |
| YTD | +28.4% | +44.8% | -16.4% | +6.0% |
| 1Y | +27.1% | +22.5% | +4.5% | +7.4% |
| 3Y | +6.0% | +148.2% | -142.2% | -41.3% |
| 5Y | -67.1% | +268.9% | -336.0% | -85.0% |
| 10Y | +421.9% | +696.9% | -275.0% | +79.5% |
| All | +421.9% | +694.3% | -272.4% | +79.5% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 10y: compounded portfolio wealth divided by compounded P 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…
10y analysis · Full analysis span regression · 6 months rolling