+590.9%
JPM vs ETSY
+431.9%
+159.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.9% | +0.6% |
| 7D | -0.7% | -4.9% | +4.2% | -0.2% |
| 30D | -2.5% | -8.6% | +6.2% | -1.6% |
| 3M | +14.1% | +4.8% | +9.4% | +13.3% |
| 6M | +25.1% | +38.1% | -13.0% | +20.4% |
| YTD | +12.1% | +31.2% | -19.1% | +8.2% |
| 1Y | +18.8% | +22.1% | -3.3% | +14.7% |
| 3Y | +163.4% | +12.2% | +151.2% | +151.5% |
| 5Y | +156.5% | -66.5% | +223.0% | +165.0% |
| All | +590.9% | +431.9% | +159.0% | +424.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling