-56.9%
ETSY vs PL
+46.6%
-103.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +14.5% | -16.2% | -4.2% |
| 7D | -4.3% | +10.9% | -15.2% | -6.6% |
| 30D | +15.3% | -16.4% | +31.6% | +18.1% |
| 3M | +3.4% | -39.9% | +43.3% | +11.9% |
| 6M | +37.4% | -63.2% | +100.6% | +59.2% |
| YTD | +59.5% | -27.1% | +86.7% | +53.1% |
| 1Y | +49.7% | +12.2% | +37.5% | +27.5% |
| 3Y | +42.6% | +584.3% | -541.7% | -38.2% |
| 5Y | -65.8% | +37.0% | -102.8% | -79.0% |
| All | -56.9% | +46.6% | -103.5% | -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