-67.2%
ETSY vs S
-71.0%
+3.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.3% |
| 7D | -12.9% | -1.2% | -11.7% | -12.5% |
| 30D | -11.5% | -12.6% | +1.1% | -7.8% |
| 3M | +3.5% | +27.6% | -24.0% | -7.1% |
| 6M | +27.6% | +35.5% | -7.8% | +11.0% |
| YTD | +28.4% | +29.6% | -1.2% | +12.7% |
| 1Y | +27.1% | +8.1% | +19.0% | +18.6% |
| 3Y | +6.0% | +14.8% | -8.7% | -13.5% |
| All | -67.2% | -71.0% | +3.8% | -57.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling