+662.6%
ETSY vs P
+652.0%
+10.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +1.3% |
| 7D | -1.0% | +11.6% | -12.7% | -4.1% |
| 30D | +7.3% | -23.7% | +31.0% | +14.0% |
| 3M | +10.3% | -8.0% | +18.3% | +8.8% |
| 6M | +55.1% | +27.9% | +27.1% | +33.6% |
| YTD | +60.5% | +61.2% | -0.6% | +24.7% |
| 1Y | +52.2% | +28.6% | +23.6% | +24.4% |
| 3Y | +40.8% | +200.5% | -159.7% | -29.3% |
| 5Y | -67.3% | +282.9% | -350.2% | -85.5% |
| All | +662.6% | +652.0% | +10.6% | +185.6% |
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