-5.0%
JD vs ETSY
+146.8%
-151.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -6.7% | +8.6% | +3.4% |
| 7D | -1.7% | -8.5% | +6.8% | +0.2% |
| 30D | -13.2% | -10.9% | -2.3% | -11.2% |
| 3M | -3.2% | +14.1% | -17.3% | -6.8% |
| 6M | +15.2% | +37.5% | -22.3% | +5.2% |
| YTD | +2.0% | +38.0% | -36.0% | -7.7% |
| 1Y | -5.4% | +46.5% | -51.9% | -16.5% |
| 3Y | -9.1% | +2.5% | -11.6% | -16.8% |
| 5Y | -59.6% | -65.3% | +5.7% | -54.7% |
| 10Y | +26.2% | +451.6% | -425.4% | -21.2% |
| All | -5.0% | +146.8% | -151.8% | -38.8% |
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