-56.9%
ETSY vs PL
+46.3%
-103.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.6% | +2.1% |
| 7D | -8.2% | +13.4% | -21.6% | -10.6% |
| 30D | +14.8% | -10.2% | +25.0% | +16.2% |
| 3M | +11.2% | -39.5% | +50.7% | +20.2% |
| 6M | +47.6% | -65.7% | +113.3% | +73.8% |
| YTD | +59.4% | -27.3% | +86.6% | +53.0% |
| 1Y | +38.6% | +15.0% | +23.6% | +17.6% |
| 3Y | +39.7% | +560.8% | -521.1% | -38.8% |
| 5Y | -65.1% | +38.4% | -103.5% | -78.5% |
| All | -56.9% | +46.3% | -103.3% | -72.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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