+142.7%
ETSY vs XHB
+202.3%
-59.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.4% | -2.4% | -2.7% |
| 7D | -10.9% | +0.2% | -11.1% | -11.1% |
| 30D | -14.9% | -9.1% | -5.8% | -7.8% |
| 3M | +5.8% | -2.3% | +8.1% | +6.9% |
| 6M | +29.1% | -4.1% | +33.2% | +31.0% |
| YTD | +31.3% | -1.7% | +33.1% | +29.4% |
| 1Y | +25.1% | -15.1% | +40.2% | +40.6% |
| 3Y | +8.5% | +26.8% | -18.4% | -20.1% |
| 5Y | -66.1% | +37.3% | -103.4% | -76.0% |
| 10Y | +410.3% | +205.7% | +204.6% | +73.2% |
| All | +142.7% | +202.3% | -59.5% | -21.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling