+424.6%
ETSY vs EFV
+169.9%
+254.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.6% | +0.6% |
| 7D | -4.9% | -0.8% | -4.1% | -4.1% |
| 30D | -8.6% | +0.6% | -9.3% | -9.2% |
| 3M | +4.8% | +7.5% | -2.8% | -2.1% |
| 6M | +38.1% | +13.0% | +25.1% | +22.4% |
| YTD | +31.2% | +18.3% | +12.9% | +10.8% |
| 1Y | +22.1% | +26.7% | -4.6% | -3.3% |
| 3Y | +12.2% | +89.6% | -77.3% | -39.2% |
| 5Y | -66.5% | +98.2% | -164.7% | -82.4% |
| All | +424.6% | +169.9% | +254.7% | +94.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 10y: compounded portfolio wealth divided by compounded EFV 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…
10y analysis · Full analysis span regression · 6 months rolling