+16.0%
RF vs ETSY
+24.4%
-8.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.4% |
| 7D | -0.1% | -12.9% | +12.8% | +1.1% |
| 30D | -4.0% | -11.5% | +7.4% | -3.0% |
| 3M | +5.6% | +3.5% | +2.0% | +4.9% |
| 6M | +13.1% | +27.6% | -14.6% | +9.2% |
| YTD | +13.6% | +28.4% | -14.8% | +9.8% |
| 1Y | +16.0% | +27.1% | -11.1% | +12.5% |
| All | +16.0% | +24.4% | -8.5% | +12.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling