-65.8%
ETSY vs EFX
-36.2%
-29.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.1% | +1.3% |
| 7D | -4.9% | -4.5% | -0.4% | -1.9% |
| 30D | -8.6% | -6.1% | -2.5% | -4.9% |
| 3M | +4.8% | +6.2% | -1.4% | -0.4% |
| 6M | +38.1% | -11.2% | +49.3% | +46.9% |
| YTD | +31.2% | -21.4% | +52.6% | +49.8% |
| 1Y | +22.1% | -34.3% | +56.4% | +56.9% |
| 3Y | +12.2% | -12.5% | +24.8% | +1.2% |
| All | -65.8% | -36.2% | -29.6% | -58.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling