-37.5%
U vs ETSY
-34.2%
-3.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.8% | +7.4% | +5.8% |
| 7D | +4.5% | -10.9% | +15.4% | +12.3% |
| 30D | -0.6% | -14.9% | +14.3% | +9.4% |
| 3M | +48.4% | +5.8% | +42.6% | +39.2% |
| 6M | +115.4% | +29.1% | +86.3% | +72.8% |
| YTD | -3.2% | +31.3% | -34.6% | -22.7% |
| 1Y | -6.0% | +25.1% | -31.2% | -26.2% |
| 3Y | +13.5% | +8.5% | +5.0% | -10.8% |
| 5Y | -68.0% | -66.1% | -1.9% | -46.3% |
| All | -37.5% | -34.2% | -3.2% | -39.4% |
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