-43.9%
ETSY vs QS
-46.4%
+2.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +1.3% |
| 7D | -4.9% | -3.6% | -1.3% | -4.4% |
| 30D | -8.6% | -17.2% | +8.6% | -6.0% |
| 3M | +4.8% | -27.0% | +31.8% | +9.0% |
| 6M | +38.1% | -24.6% | +62.7% | +41.2% |
| YTD | +31.2% | -49.3% | +80.6% | +42.6% |
| 1Y | +22.1% | -40.3% | +62.4% | +25.6% |
| 3Y | +12.2% | -23.8% | +36.1% | -0.9% |
| 5Y | -66.5% | -75.0% | +8.5% | -66.9% |
| All | -43.9% | -46.4% | +2.5% | -37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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