+141.9%
EWJ vs ETSY
+431.9%
-290.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.6% | +2.0% |
| 7D | +0.3% | -4.9% | +5.2% | +0.8% |
| 30D | +0.8% | -8.6% | +9.4% | +1.6% |
| 3M | +7.5% | +4.8% | +2.7% | +6.7% |
| 6M | +15.6% | +38.1% | -22.5% | +11.4% |
| YTD | +22.7% | +31.2% | -8.5% | +18.5% |
| 1Y | +26.4% | +22.1% | +4.3% | +22.2% |
| 3Y | +72.5% | +12.2% | +60.3% | +65.1% |
| 5Y | +52.4% | -66.5% | +118.9% | +57.2% |
| All | +141.9% | +431.9% | -290.0% | +97.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling