+8.5%
ETSY vs ES
+33.1%
-24.7%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.6% | -5.4% | -5.0% |
| 7D | -10.9% | +1.4% | -12.3% | -11.4% |
| 30D | -14.9% | -1.2% | -13.7% | -14.5% |
| 3M | +5.8% | +5.0% | +0.8% | +4.3% |
| 6M | +29.1% | -2.8% | +31.9% | +30.4% |
| YTD | +31.3% | +8.6% | +22.8% | +26.8% |
| 1Y | +25.1% | +18.9% | +6.2% | +15.2% |
| 3Y | +8.5% | +32.1% | -23.7% | -12.3% |
| All | +8.5% | +33.1% | -24.7% | -12.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling