+196.7%
ETSY vs URA
+109.9%
+86.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.3% |
| 7D | -1.0% | -1.5% | +0.5% | -0.7% |
| 30D | +7.3% | -10.4% | +17.7% | +10.8% |
| 3M | +10.3% | -29.6% | +40.0% | +21.9% |
| 6M | +55.1% | -40.3% | +95.3% | +79.3% |
| YTD | +60.5% | -25.5% | +86.0% | +67.6% |
| 1Y | +52.2% | -26.4% | +78.6% | +58.6% |
| 3Y | +40.8% | +31.4% | +9.4% | +8.7% |
| 5Y | -67.3% | +28.6% | -95.9% | -75.6% |
| 10Y | +659.4% | +260.9% | +398.5% | +213.3% |
| All | +196.7% | +109.9% | +86.8% | +25.2% |
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