+12.2%
ETSY vs EFV
+90.2%
-78.0%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.6% | +0.7% |
| 7D | -4.9% | -0.8% | -4.1% | -4.2% |
| 30D | -8.6% | +0.6% | -9.3% | -9.1% |
| 3M | +4.8% | +7.5% | -2.8% | -1.7% |
| 6M | +38.1% | +13.0% | +25.1% | +23.0% |
| YTD | +31.2% | +18.3% | +12.9% | +10.3% |
| 1Y | +22.1% | +26.7% | -4.6% | -4.7% |
| 3Y | +12.2% | +89.6% | -77.3% | -44.3% |
| All | +12.2% | +90.2% | -78.0% | -44.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling