+98.9%
ETSY vs ESTC
+27.2%
+71.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.1% | -1.0% |
| 7D | -3.5% | +5.8% | -9.3% | -6.1% |
| 30D | +11.4% | -5.6% | +16.9% | +13.4% |
| 3M | +10.9% | +15.4% | -4.5% | +1.0% |
| 6M | +53.5% | +77.8% | -24.3% | +12.7% |
| YTD | +59.3% | +18.1% | +41.2% | +38.2% |
| 1Y | +38.2% | -3.7% | +41.8% | +30.5% |
| 3Y | +39.6% | +16.9% | +22.7% | -1.1% |
| 5Y | -67.6% | -51.2% | -16.3% | -65.9% |
| All | +98.9% | +27.2% | +71.6% | +4.5% |
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