+1,172.2%
GOOG vs ETSY
+134.7%
+1,037.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.1% | +1.3% |
| 7D | 0.0% | -4.9% | +4.9% | +0.9% |
| 30D | -2.0% | -8.6% | +6.7% | -0.6% |
| 3M | -5.9% | +4.8% | -10.6% | -6.9% |
| 6M | +8.9% | +38.1% | -29.2% | +2.1% |
| YTD | +7.1% | +31.2% | -24.1% | +0.7% |
| 1Y | +39.7% | +22.1% | +17.6% | +31.4% |
| 3Y | +145.8% | +12.2% | +133.6% | +126.8% |
| 5Y | +138.6% | -66.5% | +205.1% | +157.8% |
| 10Y | +791.5% | +433.4% | +358.1% | +482.0% |
| All | +1,172.2% | +134.7% | +1,037.5% | +731.8% |
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