+174.8%
XLU vs ETSY
+134.7%
+40.1%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.4% |
| 7D | -1.6% | -4.9% | +3.3% | -1.3% |
| 30D | -3.3% | -8.6% | +5.3% | -2.9% |
| 3M | -3.2% | +4.8% | -7.9% | -3.5% |
| 6M | -7.0% | +38.1% | -45.0% | -9.0% |
| YTD | +0.6% | +31.2% | -30.6% | -1.4% |
| 1Y | +2.4% | +22.1% | -19.7% | +0.4% |
| 3Y | +46.3% | +12.2% | +34.0% | +42.5% |
| 5Y | +44.0% | -66.5% | +110.4% | +46.4% |
| 10Y | +140.1% | +433.4% | -293.4% | +108.5% |
| All | +174.8% | +134.7% | +40.1% | +136.2% |
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