+600.0%
NDAQ vs ETSY
+146.8%
+453.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.7% | +4.9% | -1.0% |
| 7D | -2.4% | -8.5% | +6.0% | -1.4% |
| 30D | +2.5% | -10.9% | +13.3% | +3.8% |
| 3M | +9.9% | +14.1% | -4.2% | +7.7% |
| 6M | +9.4% | +37.5% | -28.1% | +4.3% |
| YTD | +0.4% | +38.0% | -37.6% | -4.6% |
| 1Y | +4.0% | +46.5% | -42.5% | -2.8% |
| 3Y | +94.4% | +2.5% | +91.9% | +85.7% |
| 5Y | +56.7% | -65.3% | +122.0% | +64.0% |
| 10Y | +375.3% | +451.6% | -76.3% | +281.4% |
| All | +600.0% | +146.8% | +453.2% | +478.4% |
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