+12.3%
ETSY vs ESTC
+13.3%
-1.0%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -3.7% | -1.1% | -4.0% |
| 7D | -10.9% | -4.3% | -6.6% | -10.1% |
| 30D | -14.9% | +17.7% | -32.6% | -18.4% |
| 3M | +5.8% | +42.3% | -36.5% | -3.1% |
| 6M | +29.1% | +64.6% | -35.5% | +14.0% |
| YTD | +31.3% | +17.2% | +14.1% | +23.5% |
| 1Y | +25.1% | -4.2% | +29.3% | +22.3% |
| All | +12.3% | +13.3% | -1.0% | -1.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling