+424.6%
ETSY vs EL
+26.1%
+398.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +1.0% | +1.4% |
| 7D | -4.9% | -6.5% | +1.6% | -2.2% |
| 30D | -8.6% | +11.1% | -19.8% | -13.4% |
| 3M | +4.8% | +10.7% | -5.9% | -0.7% |
| 6M | +38.1% | +6.9% | +31.2% | +31.0% |
| YTD | +31.2% | -6.3% | +37.5% | +28.6% |
| 1Y | +22.1% | +13.5% | +8.6% | +8.7% |
| 3Y | +12.2% | -33.1% | +45.3% | +18.6% |
| 5Y | -66.5% | -68.8% | +2.3% | -44.5% |
| All | +424.6% | +26.1% | +398.5% | +374.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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