+63.9%
ETSY vs ESTC
+19.1%
+44.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.7% |
| 7D | -4.9% | -9.2% | +4.3% | -0.7% |
| 30D | -8.6% | +8.1% | -16.7% | -13.4% |
| 3M | +4.8% | +38.5% | -33.7% | -12.2% |
| 6M | +38.1% | +57.8% | -19.7% | +7.7% |
| YTD | +31.2% | +10.5% | +20.7% | +18.4% |
| 1Y | +22.1% | -6.4% | +28.5% | +17.3% |
| 3Y | +12.2% | +4.7% | +7.6% | -15.8% |
| 5Y | -66.5% | -47.8% | -18.7% | -66.0% |
| All | +63.9% | +19.1% | +44.7% | -10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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