+653.8%
ETSY vs P
+686.0%
-32.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.4% | -2.3% | +0.9% |
| 7D | -8.2% | -4.7% | -3.5% | -7.4% |
| 30D | +14.8% | -31.4% | +46.3% | +25.4% |
| 3M | +11.2% | -2.6% | +13.8% | +7.7% |
| 6M | +47.6% | +21.9% | +25.7% | +29.1% |
| YTD | +59.4% | +58.9% | +0.4% | +24.4% |
| 1Y | +38.6% | +21.7% | +16.9% | +15.6% |
| 3Y | +39.7% | +193.3% | -153.6% | -29.1% |
| 5Y | -65.1% | +275.1% | -340.3% | -84.4% |
| 10Y | +653.8% | +655.3% | -1.5% | +172.4% |
| All | +653.8% | +686.0% | -32.1% | +172.4% |
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