+424.6%
ETSY vs XME
+421.4%
+3.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +2.1% |
| 7D | -4.9% | -4.2% | -0.7% | -3.1% |
| 30D | -8.6% | -2.7% | -5.9% | -8.0% |
| 3M | +4.8% | -3.9% | +8.7% | +5.5% |
| 6M | +38.1% | -1.0% | +39.1% | +35.5% |
| YTD | +31.2% | +9.8% | +21.4% | +21.1% |
| 1Y | +22.1% | +32.5% | -10.4% | +1.7% |
| 3Y | +12.2% | +124.3% | -112.1% | -29.3% |
| 5Y | -66.5% | +165.8% | -232.3% | -80.4% |
| All | +424.6% | +421.4% | +3.2% | +96.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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