-62.8%
ETSY vs S
-56.8%
-6.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.4% | -7.1% | -6.9% |
| 7D | -8.5% | -7.7% | -0.8% | -6.1% |
| 30D | -10.9% | -5.3% | -5.6% | -10.0% |
| 3M | +14.1% | +20.3% | -6.2% | +5.1% |
| 6M | +37.5% | +47.4% | -9.9% | +16.8% |
| YTD | +38.0% | +32.5% | +5.5% | +21.0% |
| 1Y | +46.5% | +9.5% | +37.0% | +36.6% |
| 3Y | +2.5% | +15.5% | -13.0% | -15.3% |
| 5Y | -65.3% | -71.2% | +5.9% | -58.7% |
| All | -62.8% | -56.8% | -6.0% | -56.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling