+155.0%
ETSY vs EL
+42.5%
+112.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +3.0% | -9.7% | -8.0% |
| 7D | -8.5% | +0.8% | -9.3% | -8.9% |
| 30D | -10.9% | +19.8% | -30.7% | -18.1% |
| 3M | +14.1% | +25.7% | -11.6% | +2.4% |
| 6M | +37.5% | +5.4% | +32.0% | +31.1% |
| YTD | +38.0% | +0.2% | +37.8% | +31.4% |
| 1Y | +46.5% | +20.4% | +26.1% | +27.2% |
| 3Y | +2.5% | -32.1% | +34.6% | +8.4% |
| 5Y | -65.3% | -67.2% | +1.9% | -44.4% |
| 10Y | +451.6% | +31.7% | +419.9% | +338.5% |
| All | +155.0% | +42.5% | +112.5% | +67.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling