+416.6%
ETSY vs RUN
-32.6%
+449.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.6% | +2.3% | -1.3% |
| 7D | -12.9% | -1.8% | -11.1% | -12.6% |
| 30D | -11.5% | -10.8% | -0.6% | -9.6% |
| 3M | +3.5% | -30.2% | +33.7% | +10.6% |
| 6M | +27.6% | -22.3% | +50.0% | +30.7% |
| YTD | +28.4% | -52.2% | +80.6% | +42.2% |
| 1Y | +27.1% | -45.1% | +72.2% | +34.1% |
| 3Y | +6.0% | -37.1% | +43.1% | -18.9% |
| 5Y | -67.1% | -80.3% | +13.1% | -68.5% |
| 10Y | +421.9% | +45.2% | +376.7% | +205.9% |
| All | +416.6% | -32.6% | +449.2% | +210.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling