+37.3%
IR vs ETSY
-66.8%
+104.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -1.6% |
| 7D | -1.9% | -12.9% | +11.0% | +0.5% |
| 30D | -15.0% | -11.5% | -3.6% | -13.3% |
| 3M | -0.4% | +3.5% | -4.0% | -1.6% |
| 6M | -15.0% | +27.6% | -42.7% | -19.8% |
| YTD | -7.1% | +28.4% | -35.5% | -12.8% |
| 1Y | -7.5% | +27.1% | -34.6% | -14.3% |
| 3Y | +6.3% | +6.0% | +0.2% | -1.6% |
| 5Y | +37.3% | -67.1% | +104.5% | +51.0% |
| All | +37.3% | -66.8% | +104.1% | +51.0% |
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