-68.6%
XYZ vs ETSY
-66.4%
-2.1%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.8% | +1.6% | -0.5% |
| 7D | +2.9% | -10.9% | +13.8% | +9.6% |
| 30D | +1.4% | -14.9% | +16.3% | +10.3% |
| 3M | +14.6% | +5.8% | +8.8% | +9.5% |
| 6M | +20.8% | +29.1% | -8.4% | +1.2% |
| YTD | +23.1% | +31.3% | -8.3% | +0.3% |
| 1Y | +5.6% | +25.1% | -19.5% | -14.9% |
| 3Y | +50.9% | +8.5% | +42.4% | +16.9% |
| 5Y | -68.6% | -66.1% | -2.5% | -50.1% |
| All | -68.6% | -66.4% | -2.1% | -50.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling