+141.8%
XLE vs ETSY
+146.8%
-5.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.7% | +5.9% | -0.4% |
| 7D | +2.2% | -8.5% | +10.7% | +2.9% |
| 30D | +11.8% | -10.9% | +22.7% | +12.6% |
| 3M | +9.8% | +14.1% | -4.3% | +8.4% |
| 6M | +15.6% | +37.5% | -21.9% | +12.0% |
| YTD | +45.3% | +38.0% | +7.3% | +40.3% |
| 1Y | +48.3% | +46.5% | +1.8% | +41.6% |
| 3Y | +55.4% | +2.5% | +52.9% | +50.5% |
| 5Y | +216.1% | -65.3% | +281.4% | +225.5% |
| 10Y | +178.4% | +451.6% | -273.2% | +98.5% |
| All | +141.8% | +146.8% | -5.0% | +64.0% |
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