+45.7%
EXC vs ETSY
-66.8%
+112.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.7% | -0.5% |
| 7D | +0.3% | -12.9% | +13.2% | +0.9% |
| 30D | -0.9% | -11.5% | +10.6% | -0.4% |
| 3M | -2.7% | +3.5% | -6.2% | -2.8% |
| 6M | -9.4% | +27.6% | -37.0% | -10.4% |
| YTD | +3.0% | +28.4% | -25.4% | +1.8% |
| 1Y | +5.1% | +27.1% | -21.9% | +3.6% |
| 3Y | +20.6% | +6.0% | +14.6% | +18.8% |
| 5Y | +45.7% | -67.1% | +112.9% | +44.7% |
| All | +45.7% | -66.8% | +112.5% | +44.7% |
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 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