+23.8%
ETSY vs REPL
+126.3%
-102.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -8.4% | +8.9% | +0.5% |
| 7D | -12.7% | -13.4% | +0.7% | -12.8% |
| 30D | -9.9% | -3.0% | -6.9% | -9.9% |
| 3M | +4.2% | +56.3% | -52.2% | +4.8% |
| 6M | +34.2% | +60.9% | -26.7% | +35.5% |
| YTD | +29.1% | +36.2% | -7.1% | +30.3% |
| 1Y | +23.8% | +121.0% | -97.2% | +24.9% |
| All | +23.8% | +126.3% | -102.5% | +24.9% |
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