+370.2%
RF vs ETSY
+146.8%
+223.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.7% | +6.7% | +0.7% |
| 7D | +1.3% | -8.5% | +9.8% | +2.3% |
| 30D | -3.6% | -10.9% | +7.3% | -2.4% |
| 3M | +8.1% | +14.1% | -6.0% | +6.1% |
| 6M | +11.5% | +37.5% | -26.0% | +6.6% |
| YTD | +15.6% | +38.0% | -22.4% | +10.1% |
| 1Y | +15.7% | +46.5% | -30.9% | +8.7% |
| 3Y | +86.9% | +2.5% | +84.4% | +79.9% |
| 5Y | +89.8% | -65.3% | +155.1% | +96.1% |
| 10Y | +344.7% | +451.6% | -106.9% | +229.7% |
| All | +370.2% | +146.8% | +223.4% | +231.0% |
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 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