+662.6%
ETSY vs ES
+98.2%
+564.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.5% |
| 7D | -1.0% | +2.7% | -3.7% | -2.0% |
| 30D | +7.3% | +7.6% | -0.3% | +4.3% |
| 3M | +10.3% | +0.5% | +9.8% | +10.0% |
| 6M | +55.1% | +7.6% | +47.5% | +50.8% |
| YTD | +60.5% | +10.2% | +50.3% | +53.6% |
| 1Y | +52.2% | +1.8% | +50.4% | +49.5% |
| 3Y | +40.8% | +55.4% | -14.6% | +15.7% |
| 5Y | -67.3% | +7.3% | -74.6% | -69.4% |
| All | +662.6% | +98.2% | +564.4% | +504.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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