+234.5%
XLY vs ETSY
+134.7%
+99.8%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.6% |
| 7D | -1.7% | -4.9% | +3.2% | -0.9% |
| 30D | -4.2% | -8.6% | +4.4% | -2.8% |
| 3M | -2.7% | +4.8% | -7.5% | -3.9% |
| 6M | -0.6% | +38.1% | -38.7% | -6.9% |
| YTD | -5.0% | +31.2% | -36.3% | -10.7% |
| 1Y | -4.1% | +22.1% | -26.2% | -9.6% |
| 3Y | +33.6% | +12.2% | +21.3% | +24.1% |
| 5Y | +28.7% | -66.5% | +95.2% | +38.3% |
| 10Y | +219.6% | +433.4% | -213.8% | +140.7% |
| All | +234.5% | +134.7% | +99.8% | +150.8% |
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 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