+251.4%
NI vs ETSY
+129.6%
+121.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | -0.4% |
| 7D | +1.3% | -12.9% | +14.1% | +1.9% |
| 30D | -0.3% | -11.5% | +11.2% | +0.3% |
| 3M | -9.5% | +3.5% | -13.0% | -9.7% |
| 6M | -10.2% | +27.6% | -37.9% | -11.6% |
| YTD | +1.8% | +28.4% | -26.6% | 0.0% |
| 1Y | +5.7% | +27.1% | -21.4% | +3.6% |
| 3Y | +69.6% | +6.0% | +63.6% | +66.3% |
| 5Y | +95.8% | -67.1% | +162.9% | +98.5% |
| 10Y | +145.1% | +421.9% | -276.8% | +109.7% |
| All | +251.4% | +129.6% | +121.8% | +195.9% |
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