+9.8%
ETSY vs ESI
+81.4%
-71.5%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.1% | -1.9% |
| 7D | -12.9% | +3.9% | -16.8% | -13.8% |
| 30D | -11.5% | -3.8% | -7.7% | -10.8% |
| 3M | +3.5% | -13.1% | +16.7% | +5.7% |
| 6M | +27.6% | +11.3% | +16.3% | +18.0% |
| YTD | +28.4% | +44.1% | -15.7% | +7.0% |
| 1Y | +27.1% | +40.3% | -13.3% | +6.6% |
| All | +9.8% | +81.4% | -71.5% | -25.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling