-65.1%
ETSY vs REPL
-34.5%
-30.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -6.4% | +8.6% | +2.4% |
| 7D | -8.2% | +5.3% | -13.5% | -8.4% |
| 30D | +14.8% | +66.6% | -51.8% | +12.5% |
| 3M | +11.2% | +59.6% | -48.4% | +9.0% |
| 6M | +47.6% | +482.4% | -434.8% | +31.8% |
| YTD | +59.4% | +124.1% | -64.7% | +45.3% |
| 1Y | +38.6% | +138.6% | -99.9% | +25.7% |
| 3Y | +39.7% | +96.0% | -56.3% | -1.3% |
| 5Y | -65.1% | -35.4% | -29.7% | -68.8% |
| All | -65.1% | -34.5% | -30.6% | -68.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling