-66.1%
ETSY vs RACE
+92.4%
-158.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.0% | -3.8% | -4.3% |
| 7D | -10.9% | -1.0% | -9.9% | -10.3% |
| 30D | -14.9% | -1.5% | -13.3% | -14.3% |
| 3M | +5.8% | +15.5% | -9.7% | -3.2% |
| 6M | +29.1% | +17.3% | +11.8% | +16.2% |
| YTD | +31.3% | +11.1% | +20.2% | +20.4% |
| 1Y | +25.1% | -14.3% | +39.4% | +33.4% |
| 3Y | +8.5% | +40.2% | -31.7% | -34.0% |
| 5Y | -66.1% | +92.6% | -158.7% | -85.4% |
| All | -66.1% | +92.4% | -158.5% | -85.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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