+343.6%
RF vs ETSY
+179.0%
+164.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.5% |
| 7D | +0.3% | -3.7% | +4.1% | +0.8% |
| 30D | +6.2% | +12.8% | -6.6% | +4.5% |
| 3M | -7.8% | +7.6% | -15.4% | -8.9% |
| 6M | +5.9% | +34.4% | -28.4% | +1.7% |
| YTD | +9.0% | +56.0% | -47.0% | +2.2% |
| 1Y | +19.3% | +43.6% | -24.3% | +12.7% |
| 3Y | +116.4% | +36.8% | +79.7% | +101.3% |
| 5Y | +46.0% | -65.2% | +111.2% | +50.2% |
| 10Y | +239.8% | +653.5% | -413.7% | +144.1% |
| All | +343.6% | +179.0% | +164.6% | +207.1% |
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