+101.6%
ETSY vs REPL
+37.4%
+64.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.1% |
| 7D | -3.5% | +9.8% | -13.3% | -4.2% |
| 30D | +11.4% | +81.5% | -70.1% | +6.6% |
| 3M | +10.9% | +44.2% | -33.4% | +7.6% |
| 6M | +53.5% | +437.4% | -383.9% | +25.8% |
| YTD | +59.3% | +126.1% | -66.9% | +33.1% |
| 1Y | +38.2% | +143.1% | -105.0% | +14.5% |
| 3Y | +39.6% | +97.8% | -58.2% | -15.3% |
| 5Y | -67.6% | -34.3% | -33.3% | -76.3% |
| All | +101.6% | +37.4% | +64.2% | +2.2% |
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 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