+391.4%
ETSY vs ELF
+334.6%
+56.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -4.9% | +0.1% | -3.9% |
| 7D | -10.9% | -1.2% | -9.8% | -10.7% |
| 30D | -14.9% | +5.9% | -20.8% | -16.0% |
| 3M | +5.8% | +99.5% | -93.7% | -8.5% |
| 6M | +29.1% | +26.5% | +2.6% | +21.3% |
| YTD | +31.3% | +37.2% | -5.8% | +20.7% |
| 1Y | +25.1% | -24.4% | +49.5% | +27.2% |
| 3Y | +8.5% | -23.3% | +31.8% | +0.3% |
| 5Y | -66.1% | +245.2% | -311.3% | -78.6% |
| All | +391.4% | +334.6% | +56.7% | +165.7% |
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