+67.6%
EWZ vs ETSY
-66.4%
+134.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.8% | +6.8% | +2.5% |
| 7D | +5.6% | -10.9% | +16.5% | +6.8% |
| 30D | +9.3% | -14.9% | +24.1% | +10.9% |
| 3M | +15.7% | +5.8% | +9.9% | +14.7% |
| 6M | +7.4% | +29.1% | -21.7% | +3.9% |
| YTD | +22.7% | +31.3% | -8.7% | +18.0% |
| 1Y | +36.4% | +25.1% | +11.3% | +30.9% |
| 3Y | +50.4% | +8.5% | +41.9% | +43.3% |
| 5Y | +67.6% | -66.1% | +133.7% | +64.2% |
| All | +67.6% | -66.4% | +134.1% | +64.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling