-66.1%
ETSY vs P
+283.1%
-349.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.6% | -6.5% | -5.2% |
| 7D | -10.9% | +7.8% | -18.8% | -12.4% |
| 30D | -14.9% | +12.3% | -27.2% | -18.0% |
| 3M | +5.8% | +37.1% | -31.3% | -3.8% |
| 6M | +29.1% | +66.1% | -37.0% | +9.5% |
| YTD | +31.3% | +50.9% | -19.6% | +12.7% |
| 1Y | +25.1% | +27.2% | -2.1% | +9.4% |
| 3Y | +8.5% | +158.7% | -150.2% | -39.2% |
| 5Y | -66.1% | +291.1% | -357.2% | -85.3% |
| All | -66.1% | +283.1% | -349.2% | -85.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling