-61.6%
JD vs ETSY
-66.8%
+5.2%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.2% | -0.2% | -1.9% |
| 7D | -3.0% | -12.9% | +9.9% | +0.4% |
| 30D | -19.3% | -11.5% | -7.9% | -17.0% |
| 3M | -6.0% | +3.5% | -9.6% | -7.8% |
| 6M | +1.8% | +27.6% | -25.8% | -6.7% |
| YTD | -2.6% | +28.4% | -31.0% | -11.7% |
| 1Y | -17.4% | +27.1% | -44.5% | -26.1% |
| 3Y | -8.6% | +6.0% | -14.7% | -19.5% |
| 5Y | -61.6% | -67.1% | +5.5% | -51.5% |
| All | -61.6% | -66.8% | +5.2% | -51.5% |
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