+194.5%
ETSY vs URA
+121.8%
+72.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.5% | +0.7% | +1.7% |
| 7D | -8.2% | +2.9% | -11.1% | -9.1% |
| 30D | +14.8% | -10.8% | +25.7% | +18.7% |
| 3M | +11.2% | -25.5% | +36.7% | +20.6% |
| 6M | +47.6% | -41.2% | +88.8% | +71.8% |
| YTD | +59.4% | -21.3% | +80.6% | +63.6% |
| 1Y | +38.6% | -25.7% | +64.3% | +44.5% |
| 3Y | +39.7% | +43.1% | -3.4% | +4.7% |
| 5Y | -65.1% | +35.6% | -100.7% | -74.4% |
| 10Y | +653.8% | +281.3% | +372.5% | +205.8% |
| All | +194.5% | +121.8% | +72.7% | +22.2% |
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