+443.8%
ETSY vs P
+485.4%
-41.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.4% | -8.1% | -7.1% |
| 7D | -8.5% | +6.5% | -15.0% | -10.2% |
| 30D | -10.9% | +18.8% | -29.7% | -16.5% |
| 3M | +14.1% | +26.7% | -12.6% | +3.2% |
| 6M | +37.5% | +62.2% | -24.7% | +12.9% |
| YTD | +38.0% | +48.5% | -10.5% | +14.6% |
| 1Y | +46.5% | +26.4% | +20.1% | +24.3% |
| 3Y | +2.5% | +159.4% | -156.9% | -41.0% |
| 5Y | -65.3% | +275.8% | -341.1% | -82.9% |
| 10Y | +451.6% | +732.0% | -280.4% | +111.1% |
| All | +443.8% | +485.4% | -41.6% | +105.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling