+424.6%
ETSY vs ESI
+312.8%
+111.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.4% |
| 7D | -4.9% | -4.6% | -0.3% | -3.2% |
| 30D | -8.6% | -10.5% | +1.9% | -5.2% |
| 3M | +4.8% | -19.8% | +24.6% | +11.7% |
| 6M | +38.1% | +5.8% | +32.3% | +29.5% |
| YTD | +31.2% | +38.3% | -7.1% | +9.3% |
| 1Y | +22.1% | +31.5% | -9.4% | +3.4% |
| 3Y | +12.2% | +80.7% | -68.4% | -19.8% |
| 5Y | -66.5% | +69.4% | -135.9% | -75.1% |
| All | +424.6% | +312.8% | +111.8% | +173.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling