-67.0%
ETSY vs ESI
+66.0%
-133.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.5% | +5.1% | +2.7% |
| 7D | -12.7% | -2.3% | -10.4% | -11.9% |
| 30D | -9.9% | -9.0% | -0.9% | -6.3% |
| 3M | +4.2% | -13.3% | +17.4% | +7.7% |
| 6M | +34.2% | +5.3% | +28.9% | +21.4% |
| YTD | +29.1% | +37.6% | -8.5% | -2.2% |
| 1Y | +23.8% | +33.6% | -9.8% | -5.3% |
| 3Y | +6.6% | +75.8% | -69.1% | -39.4% |
| 5Y | -67.0% | +68.6% | -135.6% | -79.2% |
| All | -67.0% | +66.0% | -133.0% | -79.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling