+33.4%
XLB vs ETSY
-67.3%
+100.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.3% |
| 7D | -3.5% | -12.7% | +9.2% | -1.8% |
| 30D | -4.7% | -9.9% | +5.3% | -3.4% |
| 3M | +2.7% | +4.2% | -1.4% | +1.8% |
| 6M | +2.6% | +34.2% | -31.6% | -2.4% |
| YTD | +12.8% | +29.1% | -16.3% | +7.5% |
| 1Y | +14.0% | +23.8% | -9.9% | +8.2% |
| 3Y | +31.5% | +6.6% | +24.8% | +23.9% |
| 5Y | +33.4% | -67.0% | +100.4% | +34.4% |
| All | +33.4% | -67.3% | +100.8% | +34.4% |
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 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