-14.6%
SHOP vs ETSY
-67.5%
+52.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.2% | -3.2% | -4.2% |
| 7D | -10.6% | -12.9% | +2.3% | -3.3% |
| 30D | -18.3% | -11.5% | -6.8% | -12.7% |
| 3M | +14.8% | +3.5% | +11.3% | +11.0% |
| 6M | -5.0% | +27.6% | -32.7% | -19.5% |
| YTD | -21.2% | +28.4% | -49.6% | -34.7% |
| 1Y | -11.6% | +27.1% | -38.7% | -29.4% |
| 3Y | +101.2% | +6.0% | +95.2% | +58.4% |
| All | -14.6% | -67.5% | +52.9% | +47.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling