+61.2%
UPS vs ETSY
+134.9%
-73.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.8% | +3.1% | -1.2% |
| 7D | -2.1% | -10.9% | +8.8% | -0.8% |
| 30D | -2.3% | -14.9% | +12.6% | -0.6% |
| 3M | -5.2% | +5.8% | -11.0% | -6.1% |
| 6M | +1.4% | +29.1% | -27.7% | -2.2% |
| YTD | +6.1% | +31.3% | -25.2% | +1.7% |
| 1Y | +27.0% | +25.1% | +1.9% | +21.7% |
| 3Y | -25.9% | +8.5% | -34.4% | -29.3% |
| 5Y | -34.6% | -66.1% | +31.5% | -32.0% |
| 10Y | +36.2% | +410.3% | -374.1% | +13.2% |
| All | +61.2% | +134.9% | -73.7% | +29.2% |
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