+40.6%
ICE vs ETSY
+6.4%
+34.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.5% |
| 7D | -5.3% | -12.7% | +7.4% | -4.2% |
| 30D | +3.0% | -9.9% | +12.9% | +3.9% |
| 3M | +11.4% | +4.2% | +7.3% | +10.9% |
| 6M | -2.0% | +34.2% | -36.2% | -5.0% |
| YTD | -3.1% | +29.1% | -32.3% | -5.8% |
| 1Y | -8.4% | +23.8% | -32.2% | -10.8% |
| All | +40.6% | +6.4% | +34.3% | +34.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling