+46.5%
ETSY vs ESI
+44.5%
+2.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +2.9% | -9.7% | -7.2% |
| 7D | -8.5% | +3.3% | -11.8% | -9.0% |
| 30D | -10.9% | -5.9% | -5.0% | -10.0% |
| 3M | +14.1% | -14.1% | +28.2% | +15.6% |
| 6M | +37.5% | +6.6% | +30.9% | +28.3% |
| YTD | +38.0% | +45.0% | -7.0% | +10.4% |
| 1Y | +46.5% | +41.5% | +5.1% | +18.4% |
| All | +46.5% | +44.5% | +2.0% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 1y: compounded portfolio wealth divided by compounded ESI 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…
1y analysis · Full analysis span regression · 6 months rolling