+46.5%
ETSY vs REPL
+161.1%
-114.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.6% | -5.1% | -6.7% |
| 7D | -8.5% | -3.0% | -5.5% | -8.5% |
| 30D | -10.9% | +27.1% | -38.0% | -10.7% |
| 3M | +14.1% | +52.4% | -38.3% | +15.0% |
| 6M | +37.5% | +107.4% | -70.0% | +38.5% |
| YTD | +38.0% | +54.7% | -16.7% | +39.3% |
| 1Y | +46.5% | +158.9% | -112.3% | +48.2% |
| All | +46.5% | +161.1% | -114.6% | +48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 1y: compounded portfolio wealth divided by compounded REPL 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…
1y analysis · Full analysis span regression · 6 months rolling