+9.8%
ETSY vs Z
-37.2%
+47.0%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.6% | -2.0% |
| 7D | -12.9% | -7.1% | -5.8% | -10.5% |
| 30D | -11.5% | -4.8% | -6.7% | -10.0% |
| 3M | +3.5% | -9.3% | +12.9% | +6.6% |
| 6M | +27.6% | -29.0% | +56.6% | +42.8% |
| YTD | +28.4% | -52.9% | +81.3% | +66.5% |
| 1Y | +27.1% | -63.1% | +90.2% | +79.5% |
| All | +9.8% | -37.2% | +47.0% | +22.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling