+58.3%
EWZ vs ETSY
-66.4%
+124.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.7% | +3.6% | +2.1% |
| 7D | +1.4% | -4.3% | +5.7% | +1.8% |
| 30D | -25.1% | +15.3% | -40.4% | -26.3% |
| 3M | -7.7% | +3.4% | -11.1% | -8.3% |
| 6M | -15.8% | +37.4% | -53.2% | -19.0% |
| YTD | +3.6% | +59.5% | -55.9% | -2.6% |
| 1Y | +5.5% | +49.7% | -44.2% | -0.3% |
| 3Y | +22.1% | +42.6% | -20.5% | +12.7% |
| 5Y | +58.3% | -65.8% | +124.2% | +58.5% |
| All | +58.3% | -66.4% | +124.8% | +58.5% |
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 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