-65.2%
ETSY vs S
-56.9%
-8.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | -0.1% |
| 7D | -12.7% | +0.1% | -12.8% | -12.7% |
| 30D | -9.9% | -11.8% | +1.9% | -6.6% |
| 3M | +4.2% | +33.9% | -29.8% | -7.6% |
| 6M | +34.2% | +40.1% | -5.9% | +16.1% |
| YTD | +29.1% | +32.1% | -2.9% | +13.3% |
| 1Y | +23.8% | +11.0% | +12.8% | +14.9% |
| 3Y | +6.6% | +16.9% | -10.3% | -12.2% |
| 5Y | -67.0% | -68.9% | +1.9% | -60.8% |
| All | -65.2% | -56.9% | -8.3% | -59.6% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling