-65.8%
ETSY vs RUN
-81.0%
+15.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.8% |
| 7D | -4.9% | -3.7% | -1.2% | -4.2% |
| 30D | -8.6% | -13.0% | +4.4% | -6.4% |
| 3M | +4.8% | -31.8% | +36.6% | +12.0% |
| 6M | +38.1% | -32.2% | +70.3% | +45.4% |
| YTD | +31.2% | -53.5% | +84.7% | +45.2% |
| 1Y | +22.1% | -46.5% | +68.6% | +28.9% |
| 3Y | +12.2% | -37.6% | +49.9% | -17.3% |
| All | -65.8% | -81.0% | +15.2% | -66.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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