+34.4%
ETSY vs RVMD
+636.2%
-601.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.3% |
| 7D | -12.9% | -0.7% | -12.1% | -12.7% |
| 30D | -11.5% | +0.3% | -11.8% | -11.6% |
| 3M | +3.5% | +38.9% | -35.3% | -4.2% |
| 6M | +27.6% | +108.1% | -80.5% | +5.0% |
| YTD | +28.4% | +160.7% | -132.3% | -1.7% |
| 1Y | +27.1% | +407.3% | -380.2% | -18.3% |
| 3Y | +6.0% | +546.6% | -540.5% | -40.5% |
| 5Y | -67.1% | +579.8% | -646.9% | -83.5% |
| All | +34.4% | +636.2% | -601.8% | -37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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