-67.1%
ETSY vs REPL
-53.9%
-13.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | -0.1% | -2.2% |
| 7D | -12.9% | -9.6% | -3.3% | -12.6% |
| 30D | -11.5% | +5.7% | -17.2% | -11.7% |
| 3M | +3.5% | +56.4% | -52.9% | 0.0% |
| 6M | +27.6% | +67.4% | -39.8% | +17.7% |
| YTD | +28.4% | +48.7% | -20.3% | +18.9% |
| 1Y | +27.1% | +148.3% | -121.2% | +10.0% |
| 3Y | +6.0% | -26.7% | +32.7% | -8.8% |
| 5Y | -67.1% | -54.1% | -13.0% | -71.7% |
| All | -67.1% | -53.9% | -13.2% | -71.7% |
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