-6.3%
JD vs ETSY
+4.9%
-11.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.8% | +2.8% | -1.6% |
| 7D | -0.8% | -10.9% | +10.1% | +0.3% |
| 30D | -16.0% | -14.9% | -1.2% | -14.8% |
| 3M | -3.2% | +5.8% | -9.0% | -4.2% |
| 6M | +6.1% | +29.1% | -23.1% | +2.1% |
| YTD | -0.1% | +31.3% | -31.5% | -4.4% |
| 1Y | -12.7% | +25.1% | -37.9% | -16.2% |
| 3Y | -6.3% | +8.5% | -14.8% | -15.6% |
| All | -6.3% | +4.9% | -11.2% | -15.6% |
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