+86.3%
EWZ vs ETSY
+146.8%
-60.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.7% | +6.0% | +0.2% |
| 7D | +6.5% | -8.5% | +15.0% | +7.7% |
| 30D | +4.8% | -10.9% | +15.7% | +6.3% |
| 3M | +9.9% | +14.1% | -4.2% | +7.6% |
| 6M | +1.9% | +37.5% | -35.5% | -3.0% |
| YTD | +20.3% | +38.0% | -17.7% | +13.9% |
| 1Y | +35.6% | +46.5% | -10.9% | +26.2% |
| 3Y | +43.4% | +2.5% | +40.9% | +36.7% |
| 5Y | +55.9% | -65.3% | +121.2% | +64.1% |
| 10Y | +84.2% | +451.6% | -367.5% | +23.9% |
| All | +86.3% | +146.8% | -60.5% | +28.4% |
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