+43.7%
EIX vs ETSY
+134.7%
-91.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -3.0% | -1.4% |
| 7D | -1.4% | -4.9% | +3.5% | -1.1% |
| 30D | -19.3% | -8.6% | -10.7% | -18.9% |
| 3M | -21.7% | +4.8% | -26.4% | -21.9% |
| 6M | -19.8% | +38.1% | -57.9% | -21.4% |
| YTD | -3.0% | +31.2% | -34.3% | -4.8% |
| 1Y | +5.1% | +22.1% | -17.0% | +3.3% |
| 3Y | -7.0% | +12.2% | -19.2% | -9.1% |
| 5Y | +22.0% | -66.5% | +88.5% | +23.7% |
| 10Y | +19.8% | +433.4% | -413.6% | +6.9% |
| All | +43.7% | +134.7% | -91.0% | +27.1% |
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 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