+424.6%
ETSY vs QSR
+135.2%
+289.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.3% |
| 7D | -4.9% | -4.0% | -0.9% | -2.9% |
| 30D | -8.6% | +2.8% | -11.4% | -9.8% |
| 3M | +4.8% | +5.1% | -0.3% | +2.3% |
| 6M | +38.1% | +8.8% | +29.3% | +31.6% |
| YTD | +31.2% | +14.8% | +16.4% | +21.4% |
| 1Y | +22.1% | +25.7% | -3.6% | +7.7% |
| 3Y | +12.2% | +27.5% | -15.3% | -3.2% |
| 5Y | -66.5% | +41.3% | -107.7% | -72.6% |
| All | +424.6% | +135.2% | +289.4% | +201.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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