+416.1%
ETSY vs Z
-6.2%
+422.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.8% | +3.3% | +1.8% |
| 7D | -12.7% | -11.6% | -1.2% | -8.0% |
| 30D | -9.9% | -8.5% | -1.5% | -6.7% |
| 3M | +4.2% | -7.9% | +12.1% | +6.8% |
| 6M | +34.2% | -29.1% | +63.3% | +52.5% |
| YTD | +29.1% | -54.2% | +83.3% | +76.4% |
| 1Y | +23.8% | -63.5% | +87.4% | +86.3% |
| 3Y | +6.6% | -38.6% | +45.3% | +19.3% |
| 5Y | -67.0% | -66.0% | -1.0% | -56.6% |
| All | +416.1% | -6.2% | +422.4% | +376.3% |
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