+65.2%
ETSY vs EFX
-7.5%
+72.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.4% | +4.7% | +5.9% |
| 7D | +4.2% | +9.2% | -5.0% | -0.1% |
| 30D | +35.8% | +34.8% | +1.0% | +17.1% |
| 3M | +11.4% | +8.8% | +2.5% | +6.8% |
| 6M | +50.3% | +12.3% | +38.0% | +41.6% |
| YTD | +73.6% | -10.6% | +84.2% | +79.4% |
| 1Y | +65.2% | -6.7% | +71.9% | +63.5% |
| All | +65.2% | -7.5% | +72.7% | +63.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 1y: compounded portfolio wealth divided by compounded EFX 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…
1y analysis · Full analysis span regression · 6 months rolling