+424.6%
ETSY vs EME
+1,362.1%
-937.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.3% | -2.7% | +0.3% |
| 7D | -4.9% | +3.5% | -8.4% | -6.0% |
| 30D | -8.6% | -6.3% | -2.3% | -7.1% |
| 3M | +4.8% | -3.8% | +8.5% | +4.4% |
| 6M | +38.1% | +8.5% | +29.6% | +30.4% |
| YTD | +31.2% | +27.8% | +3.4% | +16.0% |
| 1Y | +22.1% | +22.2% | -0.1% | +8.0% |
| 3Y | +12.2% | +253.5% | -241.2% | -40.7% |
| 5Y | -66.5% | +578.6% | -645.1% | -86.9% |
| All | +424.6% | +1,362.1% | -937.5% | +58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 10y: compounded portfolio wealth divided by compounded EME 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…
10y analysis · Full analysis span regression · 6 months rolling