+142.7%
ETSY vs ESI
+46.3%
+96.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.6% | -5.4% | -5.0% |
| 7D | -10.9% | +5.4% | -16.3% | -12.6% |
| 30D | -14.9% | -4.2% | -10.7% | -14.0% |
| 3M | +5.8% | -9.6% | +15.4% | +7.3% |
| 6M | +29.1% | +18.3% | +10.8% | +17.6% |
| YTD | +31.3% | +45.8% | -14.5% | +10.4% |
| 1Y | +25.1% | +39.2% | -14.0% | +6.6% |
| 3Y | +8.5% | +86.3% | -77.8% | -19.0% |
| 5Y | -66.1% | +76.2% | -142.3% | -73.9% |
| 10Y | +410.3% | +306.8% | +103.5% | +192.0% |
| All | +142.7% | +46.3% | +96.4% | +38.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling