-65.8%
ETSY vs QSR
+40.5%
-106.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.2% |
| 7D | -4.9% | -4.0% | -0.9% | -2.3% |
| 30D | -8.6% | +2.8% | -11.4% | -10.2% |
| 3M | +4.8% | +5.1% | -0.3% | +1.4% |
| 6M | +38.1% | +8.8% | +29.3% | +29.0% |
| YTD | +31.2% | +14.8% | +16.4% | +17.6% |
| 1Y | +22.1% | +25.7% | -3.6% | +1.9% |
| 3Y | +12.2% | +27.5% | -15.3% | -12.5% |
| All | -65.8% | +40.5% | -106.3% | -78.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling