+37.2%
ETSY vs S
+44.1%
-6.9%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.4% | -7.1% | -6.8% |
| 7D | -8.5% | -7.7% | -0.8% | -7.0% |
| 30D | -10.9% | -5.3% | -5.6% | -10.5% |
| 3M | +14.1% | +20.3% | -6.2% | +5.9% |
| All | +37.2% | +44.1% | -6.9% | +16.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling