-67.1%
ETSY vs ESTC
-46.4%
-20.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.2% | -1.4% |
| 7D | -12.9% | -3.3% | -9.5% | -11.7% |
| 30D | -11.5% | +13.4% | -24.9% | -17.2% |
| 3M | +3.5% | +41.3% | -37.8% | -12.4% |
| 6M | +27.6% | +62.6% | -35.0% | +0.9% |
| YTD | +28.4% | +14.8% | +13.6% | +15.6% |
| 1Y | +27.1% | -5.1% | +32.1% | +22.5% |
| 3Y | +6.0% | +11.2% | -5.1% | -22.1% |
| 5Y | -67.1% | -47.0% | -20.2% | -65.8% |
| All | -67.1% | -46.4% | -20.8% | -65.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling