+18.2%
EWJ vs ETSY
+60.7%
-42.5%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +7.1% | -5.7% | +1.1% |
| 7D | -1.2% | +4.2% | -5.4% | -1.3% |
| 30D | -5.5% | +35.8% | -41.2% | -6.4% |
| 3M | -0.8% | +11.4% | -12.1% | -1.2% |
| 6M | +7.1% | +50.3% | -43.2% | +5.1% |
| YTD | +16.9% | +73.6% | -56.7% | +13.1% |
| 1Y | +18.2% | +65.2% | -47.0% | +15.1% |
| All | +18.2% | +60.7% | -42.5% | +15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ETSY.
Daily Out/Under-Performance
Portfolio return minus ETSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETSY 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 1y: compounded portfolio wealth divided by compounded ETSY 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…
1y analysis · Full analysis span regression · 6 months rolling