+421.9%
ETSY vs ES
+83.1%
+338.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.8% | -1.7% |
| 7D | -12.9% | 0.0% | -12.9% | -12.9% |
| 30D | -11.5% | -1.0% | -10.4% | -11.1% |
| 3M | +3.5% | +1.5% | +2.1% | +3.2% |
| 6M | +27.6% | -3.5% | +31.1% | +28.9% |
| YTD | +28.4% | +7.0% | +21.4% | +24.3% |
| 1Y | +27.1% | +15.3% | +11.8% | +18.7% |
| 3Y | +6.0% | +30.2% | -24.2% | -7.1% |
| 5Y | -67.1% | -4.3% | -62.8% | -67.9% |
| 10Y | +421.9% | +87.5% | +334.4% | +305.2% |
| All | +421.9% | +83.1% | +338.8% | +305.2% |
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