+131.7%
EWJ vs ETSY
+129.6%
+2.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.3% | -0.8% |
| 7D | +1.0% | -12.9% | +13.9% | +2.2% |
| 30D | +1.0% | -11.5% | +12.4% | +2.0% |
| 3M | +7.2% | +3.5% | +3.7% | +6.6% |
| 6M | +13.9% | +27.6% | -13.7% | +10.8% |
| YTD | +20.8% | +28.4% | -7.6% | +17.1% |
| 1Y | +26.4% | +27.1% | -0.7% | +22.0% |
| 3Y | +71.8% | +6.0% | +65.7% | +65.8% |
| 5Y | +49.9% | -67.1% | +117.0% | +54.4% |
| 10Y | +140.0% | +421.9% | -281.9% | +95.5% |
| All | +131.7% | +129.6% | +2.1% | +88.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling