+22.1%
ETSY vs ELF
-28.2%
+50.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.4% | +1.4% |
| 7D | -4.9% | -11.6% | +6.7% | -3.0% |
| 30D | -8.6% | +4.6% | -13.3% | -9.4% |
| 3M | +4.8% | +59.7% | -54.9% | -3.5% |
| 6M | +38.1% | +21.2% | +16.9% | +33.0% |
| YTD | +31.2% | +27.4% | +3.8% | +25.1% |
| 1Y | +22.1% | -29.8% | +51.9% | +32.9% |
| All | +22.1% | -28.2% | +50.3% | +32.9% |
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