+253.2%
XLF vs ETSY
+130.9%
+122.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | -2.9% | -12.7% | +9.8% | -1.5% |
| 30D | -1.6% | -9.9% | +8.3% | -0.6% |
| 3M | +9.3% | +4.2% | +5.1% | +8.5% |
| 6M | +14.6% | +34.2% | -19.6% | +10.4% |
| YTD | +4.7% | +29.1% | -24.4% | +1.0% |
| 1Y | +8.6% | +23.8% | -15.2% | +4.7% |
| 3Y | +73.9% | +6.6% | +67.2% | +66.8% |
| 5Y | +65.0% | -67.0% | +132.0% | +71.5% |
| 10Y | +250.4% | +424.9% | -174.4% | +167.8% |
| All | +253.2% | +130.9% | +122.3% | +166.6% |
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