+424.6%
ETSY vs XHB
+215.4%
+209.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +0.3% |
| 7D | -4.9% | -4.6% | -0.3% | -0.9% |
| 30D | -8.6% | -9.1% | +0.5% | -1.1% |
| 3M | +4.8% | -8.6% | +13.3% | +12.3% |
| 6M | +38.1% | -4.0% | +42.1% | +39.8% |
| YTD | +31.2% | -3.9% | +35.2% | +31.8% |
| 1Y | +22.1% | -16.5% | +38.6% | +39.0% |
| 3Y | +12.2% | +22.6% | -10.3% | -14.7% |
| 5Y | -66.5% | +33.9% | -100.4% | -75.9% |
| All | +424.6% | +215.4% | +209.2% | +73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 10y: compounded portfolio wealth divided by compounded XHB 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…
10y analysis · Full analysis span regression · 6 months rolling