+155.0%
ETSY vs URA
+203.6%
-48.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.8% | -7.5% | -7.0% |
| 7D | -8.5% | +1.1% | -9.5% | -8.8% |
| 30D | -10.9% | +7.4% | -18.3% | -13.3% |
| 3M | +14.1% | -8.4% | +22.5% | +16.1% |
| 6M | +37.5% | -12.7% | +50.2% | +40.4% |
| YTD | +38.0% | +7.8% | +30.2% | +29.1% |
| 1Y | +46.5% | +19.5% | +27.1% | +29.6% |
| 3Y | +2.5% | +116.4% | -113.9% | -33.4% |
| 5Y | -65.3% | +134.3% | -199.6% | -79.0% |
| 10Y | +451.6% | +359.3% | +92.4% | +116.6% |
| All | +155.0% | +203.6% | -48.6% | -3.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling