+63.4%
ETSY vs REPL
-17.3%
+80.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -8.4% | +8.9% | +1.1% |
| 7D | -12.7% | -13.4% | +0.7% | -11.9% |
| 30D | -9.9% | -3.0% | -6.9% | -9.9% |
| 3M | +4.2% | +56.3% | -52.2% | -2.9% |
| 6M | +34.2% | +60.9% | -26.7% | +15.1% |
| YTD | +29.1% | +36.2% | -7.1% | +12.1% |
| 1Y | +23.8% | +121.0% | -97.2% | -3.4% |
| 3Y | +6.6% | -32.8% | +39.5% | -24.0% |
| 5Y | -67.0% | -58.7% | -8.4% | -75.2% |
| All | +63.4% | -17.3% | +80.7% | -14.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling