+50.3%
NDAQ vs ETSY
-67.3%
+117.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.9% | -2.4% |
| 7D | -6.8% | -12.7% | +5.9% | -4.8% |
| 30D | -3.2% | -9.9% | +6.8% | -1.7% |
| 3M | +6.5% | +4.2% | +2.3% | +5.4% |
| 6M | +5.7% | +34.2% | -28.4% | 0.0% |
| YTD | -4.6% | +29.1% | -33.8% | -9.6% |
| 1Y | -1.6% | +23.8% | -25.4% | -7.1% |
| 3Y | +86.4% | +6.6% | +79.8% | +74.0% |
| 5Y | +50.3% | -67.0% | +117.3% | +61.7% |
| All | +50.3% | -67.3% | +117.7% | +61.7% |
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