+103.2%
ETSY vs REPL
+36.8%
+66.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.8% |
| 7D | -1.0% | +1.2% | -2.3% | -1.2% |
| 30D | +7.3% | +92.2% | -84.9% | +2.4% |
| 3M | +10.3% | +44.1% | -33.8% | +7.1% |
| 6M | +55.1% | +313.0% | -258.0% | +30.6% |
| YTD | +60.5% | +125.2% | -64.7% | +34.2% |
| 1Y | +52.2% | +143.8% | -91.6% | +26.1% |
| 3Y | +40.8% | +104.2% | -63.4% | -15.2% |
| 5Y | -67.3% | -34.5% | -32.8% | -76.1% |
| All | +103.2% | +36.8% | +66.4% | +3.0% |
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