+147.0%
XLP vs ETSY
+190.1%
-43.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.5% | -1.2% |
| 7D | +0.7% | +1.1% | -0.4% | +0.7% |
| 30D | +10.3% | +25.8% | -15.5% | +8.7% |
| 3M | +6.5% | +9.3% | -2.8% | +5.8% |
| 6M | +8.4% | +38.4% | -30.0% | +6.0% |
| YTD | +18.2% | +62.2% | -44.0% | +14.1% |
| 1Y | +22.4% | +58.3% | -35.9% | +18.3% |
| 3Y | +41.9% | +42.6% | -0.7% | +36.0% |
| 5Y | +40.9% | -65.4% | +106.3% | +43.3% |
| 10Y | +128.4% | +685.4% | -557.0% | +91.2% |
| All | +147.0% | +190.1% | -43.1% | +108.4% |
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 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