+446.4%
VALE vs ETSY
+129.6%
+316.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.5% | -0.4% |
| 7D | -1.8% | -12.9% | +11.0% | +0.2% |
| 30D | +6.7% | -11.5% | +18.1% | +8.5% |
| 3M | +4.9% | +3.5% | +1.4% | +3.9% |
| 6M | +3.6% | +27.6% | -24.0% | -1.3% |
| YTD | +21.9% | +28.4% | -6.5% | +15.3% |
| 1Y | +61.6% | +27.1% | +34.5% | +51.4% |
| 3Y | +52.1% | +6.0% | +46.1% | +42.3% |
| 5Y | +43.2% | -67.1% | +110.3% | +53.4% |
| 10Y | +521.5% | +421.9% | +99.6% | +243.7% |
| All | +446.4% | +129.6% | +316.8% | +245.7% |
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