+56.5%
EIX vs ETSY
+184.8%
-128.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -1.5% | -3.5% | +2.1% | -1.3% |
| 30D | +8.1% | +11.4% | -3.2% | +7.4% |
| 3M | -12.1% | +10.9% | -23.0% | -12.7% |
| 6M | -13.4% | +53.5% | -66.9% | -15.5% |
| YTD | +5.6% | +59.3% | -53.7% | +2.5% |
| 1Y | +7.8% | +38.2% | -30.3% | +5.4% |
| 3Y | +9.8% | +39.6% | -29.8% | +6.0% |
| 5Y | +18.8% | -67.6% | +86.4% | +20.5% |
| 10Y | +34.4% | +653.3% | -618.9% | +18.5% |
| All | +56.5% | +184.8% | -128.3% | +36.8% |
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