-45.1%
ETSY vs QS
-47.0%
+1.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.6% | +4.4% | -1.2% |
| 7D | -12.9% | -4.2% | -8.7% | -12.3% |
| 30D | -11.5% | -15.7% | +4.2% | -9.2% |
| 3M | +3.5% | -28.7% | +32.2% | +8.1% |
| 6M | +27.6% | -23.2% | +50.9% | +30.1% |
| YTD | +28.4% | -49.9% | +78.3% | +39.8% |
| 1Y | +27.1% | -38.8% | +65.9% | +30.2% |
| 3Y | +6.0% | -24.0% | +30.1% | -6.4% |
| 5Y | -67.1% | -75.6% | +8.5% | -67.4% |
| All | -45.1% | -47.0% | +1.9% | -39.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling