-74.7%
NKE vs ETSY
-66.2%
-8.5%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.1% |
| 7D | -4.2% | -4.9% | +0.7% | -3.1% |
| 30D | -8.2% | -8.6% | +0.4% | -6.4% |
| 3M | -19.1% | +4.8% | -23.9% | -20.4% |
| 6M | -32.6% | +38.1% | -70.7% | -38.3% |
| YTD | -40.7% | +31.2% | -72.0% | -45.4% |
| 1Y | -48.9% | +22.1% | -71.0% | -52.8% |
| 3Y | -59.2% | +12.2% | -71.5% | -63.4% |
| All | -74.7% | -66.2% | -8.5% | -73.0% |
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