-53.3%
ETSY vs ROIV
+232.7%
-286.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.5% | -8.2% | -7.0% |
| 7D | -8.5% | +0.6% | -9.1% | -8.6% |
| 30D | -10.9% | +1.0% | -11.8% | -11.1% |
| 3M | +14.1% | +18.3% | -4.2% | +10.6% |
| 6M | +37.5% | +18.3% | +19.2% | +32.9% |
| YTD | +38.0% | +61.0% | -23.0% | +26.1% |
| 1Y | +46.5% | +177.9% | -131.3% | +21.7% |
| 3Y | +2.5% | +199.1% | -196.5% | -17.7% |
| 5Y | -65.3% | +250.7% | -316.0% | -75.1% |
| All | -53.3% | +232.7% | -286.0% | -65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 all: compounded portfolio wealth divided by compounded ROIV 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…
all analysis · Full analysis span regression · 6 months rolling