+273.2%
ETSY vs Z
+25.1%
+248.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.1% | -4.6% | -5.8% |
| 7D | -8.5% | -3.0% | -5.5% | -7.3% |
| 30D | -10.9% | -4.2% | -6.7% | -9.5% |
| 3M | +14.1% | -3.7% | +17.8% | +14.7% |
| 6M | +37.5% | -24.5% | +62.0% | +52.0% |
| YTD | +38.0% | -49.3% | +87.3% | +79.9% |
| 1Y | +46.5% | -58.7% | +105.2% | +108.1% |
| 3Y | +2.5% | -34.1% | +36.7% | +11.4% |
| 5Y | -65.3% | -64.5% | -0.7% | -55.1% |
| 10Y | +451.6% | -0.5% | +452.1% | +353.7% |
| All | +273.2% | +25.1% | +248.1% | +177.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling