+142.7%
ETSY vs XME
+395.0%
-252.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.1% | -5.9% | -5.3% |
| 7D | -10.9% | +3.6% | -14.5% | -12.4% |
| 30D | -14.9% | +3.6% | -18.5% | -16.7% |
| 3M | +5.8% | +1.2% | +4.6% | +4.0% |
| 6M | +29.1% | +9.0% | +20.1% | +21.2% |
| YTD | +31.3% | +15.9% | +15.4% | +18.7% |
| 1Y | +25.1% | +43.2% | -18.1% | +1.3% |
| 3Y | +8.5% | +137.4% | -128.9% | -32.2% |
| 5Y | -66.1% | +185.0% | -251.1% | -80.4% |
| 10Y | +410.3% | +409.5% | +0.8% | +102.1% |
| All | +142.7% | +395.0% | -252.3% | -38.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling