+138.6%
ETSY vs QSR
+173.8%
-35.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.2% | +0.9% |
| 7D | -12.7% | -4.7% | -8.0% | -10.6% |
| 30D | -9.9% | +4.3% | -14.2% | -11.8% |
| 3M | +4.2% | +5.4% | -1.3% | +1.5% |
| 6M | +34.2% | +8.2% | +26.0% | +28.4% |
| YTD | +29.1% | +14.1% | +15.0% | +20.0% |
| 1Y | +23.8% | +28.1% | -4.3% | +8.3% |
| 3Y | +6.6% | +25.3% | -18.6% | -7.0% |
| 5Y | -67.0% | +40.4% | -107.4% | -72.8% |
| 10Y | +424.9% | +132.4% | +292.5% | +207.4% |
| All | +138.6% | +173.8% | -35.2% | +25.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling