+662.6%
ETSY vs Z
-16.5%
+679.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.5% | -2.7% | -0.7% |
| 7D | -1.0% | +0.8% | -1.9% | -1.5% |
| 30D | +7.3% | +5.2% | +2.1% | +4.5% |
| 3M | +10.3% | -17.0% | +27.4% | +18.6% |
| 6M | +55.1% | -22.7% | +77.7% | +69.8% |
| YTD | +60.5% | -56.3% | +116.9% | +122.7% |
| 1Y | +52.2% | -57.7% | +109.8% | +112.9% |
| 3Y | +40.8% | -16.5% | +57.4% | +36.5% |
| 5Y | -67.3% | -53.4% | -13.9% | -60.8% |
| All | +662.6% | -16.5% | +679.1% | +565.4% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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