+500.5%
ETSY vs ELF
+391.6%
+109.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.9% | -3.1% | 0.0% |
| 7D | -1.0% | +1.6% | -2.6% | -1.4% |
| 30D | +7.3% | +9.1% | -1.8% | +5.5% |
| 3M | +10.3% | +28.2% | -17.8% | +4.8% |
| 6M | +55.1% | +119.5% | -64.5% | +31.1% |
| YTD | +60.5% | +55.2% | +5.4% | +43.9% |
| 1Y | +52.2% | +58.6% | -6.4% | +35.4% |
| 3Y | +40.8% | +21.3% | +19.5% | +18.5% |
| 5Y | -67.3% | +276.2% | -343.5% | -79.7% |
| 10Y | +659.4% | +337.0% | +322.4% | +298.2% |
| All | +500.5% | +391.6% | +109.0% | +216.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling