+23.0%
LYB vs ETSY
+134.7%
-111.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.6% | -1.1% |
| 7D | +0.3% | -4.9% | +5.2% | +0.8% |
| 30D | +2.5% | -8.6% | +11.1% | +3.4% |
| 3M | +1.4% | +4.8% | -3.4% | +0.3% |
| 6M | -3.5% | +38.1% | -41.6% | -8.1% |
| YTD | +52.0% | +31.2% | +20.7% | +45.1% |
| 1Y | +22.1% | +22.1% | 0.0% | +17.0% |
| 3Y | -22.8% | +12.2% | -35.0% | -26.8% |
| 5Y | -3.4% | -66.5% | +63.1% | +0.5% |
| 10Y | +47.4% | +433.4% | -386.1% | +2.7% |
| All | +23.0% | +134.7% | -111.7% | -18.9% |
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