+65.2%
ETSY vs ELF
-3.2%
+68.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.9% | +5.2% | +6.8% |
| 7D | +4.2% | -1.5% | +5.8% | +4.5% |
| 30D | +35.8% | +9.5% | +26.2% | +34.0% |
| 3M | +11.4% | +29.4% | -18.0% | +7.2% |
| 6M | +50.3% | +83.7% | -33.4% | +36.7% |
| YTD | +73.6% | +49.4% | +24.2% | +63.0% |
| 1Y | +65.2% | -3.9% | +69.1% | +64.5% |
| All | +65.2% | -3.2% | +68.4% | +64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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