+601.6%
NEM vs ETSY
+129.6%
+471.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.5% | +1.4% |
| 7D | +3.1% | -12.9% | +15.9% | +3.8% |
| 30D | +10.0% | -11.5% | +21.4% | +10.6% |
| 3M | +30.9% | +3.5% | +27.4% | +30.5% |
| 6M | +10.5% | +27.6% | -17.1% | +8.8% |
| YTD | +29.7% | +28.4% | +1.3% | +27.4% |
| 1Y | +71.1% | +27.1% | +44.0% | +67.6% |
| 3Y | +252.1% | +6.0% | +246.0% | +245.3% |
| 5Y | +157.7% | -67.1% | +224.9% | +161.3% |
| 10Y | +319.4% | +421.9% | -102.6% | +264.3% |
| All | +601.6% | +129.6% | +471.9% | +504.5% |
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