+646.5%
JPM vs ETSY
+134.9%
+511.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.8% | +3.4% | -1.0% |
| 7D | -0.4% | -10.9% | +10.5% | +0.7% |
| 30D | -1.1% | -14.9% | +13.8% | +0.3% |
| 3M | +14.1% | +5.8% | +8.3% | +13.3% |
| 6M | +23.3% | +29.1% | -5.8% | +19.7% |
| YTD | +11.3% | +31.3% | -20.1% | +7.6% |
| 1Y | +23.0% | +25.1% | -2.1% | +18.7% |
| 3Y | +162.6% | +8.5% | +154.1% | +152.3% |
| 5Y | +152.8% | -66.1% | +218.9% | +160.7% |
| 10Y | +583.6% | +410.3% | +173.3% | +417.8% |
| All | +646.5% | +134.9% | +511.6% | +450.0% |
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