-65.1%
ETSY vs URA
+37.5%
-102.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.5% | +0.7% | +1.7% |
| 7D | -8.2% | +2.9% | -11.1% | -9.0% |
| 30D | +14.8% | -10.8% | +25.7% | +18.2% |
| 3M | +11.2% | -25.5% | +36.7% | +19.5% |
| 6M | +47.6% | -41.2% | +88.8% | +69.4% |
| YTD | +59.4% | -21.3% | +80.6% | +62.2% |
| 1Y | +38.6% | -25.7% | +64.3% | +43.3% |
| 3Y | +39.7% | +43.1% | -3.4% | +0.1% |
| 5Y | -65.1% | +35.6% | -100.7% | -77.0% |
| All | -65.1% | +37.5% | -102.6% | -77.0% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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