+39.8%
ETSY vs REPL
+96.7%
-57.0%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -6.4% | +8.6% | +2.2% |
| 7D | -8.2% | +5.3% | -13.5% | -8.2% |
| 30D | +14.8% | +66.6% | -51.8% | +14.4% |
| 3M | +11.2% | +59.6% | -48.4% | +10.7% |
| 6M | +47.6% | +482.4% | -434.8% | +43.7% |
| YTD | +59.4% | +124.1% | -64.7% | +56.4% |
| 1Y | +38.6% | +138.6% | -99.9% | +35.9% |
| All | +39.8% | +96.7% | -57.0% | +25.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling