+5.8%
XLU vs ETSY
+47.8%
-42.0%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.7% | +6.8% | +0.1% |
| 7D | +0.8% | -8.5% | +9.3% | +0.8% |
| 30D | -1.3% | -10.9% | +9.6% | -1.3% |
| 3M | -1.3% | +14.1% | -15.4% | -1.1% |
| 6M | -7.6% | +37.5% | -45.1% | -7.5% |
| YTD | +2.3% | +38.0% | -35.7% | +2.4% |
| 1Y | +5.8% | +46.5% | -40.8% | +6.8% |
| All | +5.8% | +47.8% | -42.0% | +6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling