+103.4%
NVO vs ETSY
+134.7%
-31.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.6% | -3.8% | -2.3% |
| 7D | -7.6% | -4.9% | -2.7% | -7.2% |
| 30D | -6.0% | -8.6% | +2.7% | -5.2% |
| 3M | -0.8% | +4.8% | -5.6% | -1.4% |
| 6M | +16.5% | +38.1% | -21.6% | +12.5% |
| YTD | -11.1% | +31.2% | -42.4% | -14.0% |
| 1Y | -16.7% | +22.1% | -38.8% | -19.2% |
| 3Y | -52.9% | +12.2% | -65.2% | -54.7% |
| 5Y | -3.0% | -66.5% | +63.5% | +0.6% |
| 10Y | +147.1% | +433.4% | -286.4% | +99.0% |
| All | +103.4% | +134.7% | -31.4% | +65.1% |
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