+366.2%
JCI vs ETSY
+134.9%
+231.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.8% | +5.8% | +1.5% |
| 7D | +5.1% | -10.9% | +16.0% | +6.4% |
| 30D | -3.8% | -14.9% | +11.0% | -2.2% |
| 3M | +1.9% | +5.8% | -3.9% | +0.8% |
| 6M | +11.2% | +29.1% | -17.9% | +7.0% |
| YTD | +22.9% | +31.3% | -8.4% | +17.5% |
| 1Y | +37.4% | +25.1% | +12.3% | +31.1% |
| 3Y | +167.8% | +8.5% | +159.4% | +154.9% |
| 5Y | +115.0% | -66.1% | +181.1% | +122.7% |
| 10Y | +325.3% | +410.3% | -85.0% | +239.4% |
| All | +366.2% | +134.9% | +231.3% | +262.0% |
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