+209.8%
RF vs ETSY
+644.4%
-434.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.4% |
| 7D | +0.4% | -3.5% | +3.9% | +0.8% |
| 30D | +5.6% | +11.4% | -5.8% | +4.0% |
| 3M | -8.9% | +10.9% | -19.7% | -10.3% |
| 6M | +7.1% | +53.5% | -46.4% | +0.8% |
| YTD | +8.3% | +59.3% | -50.9% | +0.8% |
| 1Y | +16.8% | +38.2% | -21.3% | +10.6% |
| 3Y | +115.0% | +39.6% | +75.4% | +98.4% |
| 5Y | +46.4% | -67.6% | +114.0% | +51.1% |
| All | +209.8% | +644.4% | -434.6% | +127.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling