+291.3%
IR vs ETSY
+589.9%
-298.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.7% | +8.0% | +2.3% |
| 7D | -2.8% | -8.5% | +5.6% | -1.5% |
| 30D | -15.1% | -10.9% | -4.2% | -13.8% |
| 3M | +6.1% | +14.1% | -8.0% | +3.5% |
| 6M | -16.8% | +37.5% | -54.3% | -21.6% |
| YTD | -3.5% | +38.0% | -41.5% | -9.5% |
| 1Y | -3.5% | +46.5% | -50.0% | -11.3% |
| 3Y | +9.5% | +2.5% | +7.0% | +3.7% |
| 5Y | +45.1% | -65.3% | +110.4% | +53.4% |
| All | +291.3% | +589.9% | -298.6% | +180.0% |
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 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