+9.8%
ETSY vs S
+13.6%
-3.8%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.3% |
| 7D | -12.9% | -1.2% | -11.7% | -12.6% |
| 30D | -11.5% | -12.6% | +1.1% | -9.0% |
| 3M | +3.5% | +27.6% | -24.0% | -3.8% |
| 6M | +27.6% | +35.5% | -7.8% | +16.0% |
| YTD | +28.4% | +29.6% | -1.2% | +17.5% |
| 1Y | +27.1% | +8.1% | +19.0% | +21.0% |
| All | +9.8% | +13.6% | -3.8% | -11.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling