+142.7%
ETSY vs EFX
+105.1%
+37.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -3.1% | -1.8% | -3.1% |
| 7D | -10.9% | -7.8% | -3.1% | -6.5% |
| 30D | -14.9% | -5.7% | -9.2% | -11.9% |
| 3M | +5.8% | +2.5% | +3.3% | +3.3% |
| 6M | +29.1% | -16.7% | +45.8% | +41.7% |
| YTD | +31.3% | -20.2% | +51.5% | +46.4% |
| 1Y | +25.1% | -31.4% | +56.5% | +51.5% |
| 3Y | +8.5% | -10.5% | +19.0% | +4.6% |
| 5Y | -66.1% | -35.2% | -30.9% | -60.2% |
| 10Y | +410.3% | +40.2% | +370.1% | +277.7% |
| All | +142.7% | +105.1% | +37.6% | +40.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling