+72.3%
ETSY vs ESTC
+31.2%
+41.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -4.5% | -2.2% | -4.7% |
| 7D | -8.5% | -8.1% | -0.4% | -5.1% |
| 30D | -10.9% | +31.7% | -42.6% | -22.9% |
| 3M | +14.1% | +41.1% | -26.9% | -5.2% |
| 6M | +37.5% | +77.1% | -39.6% | +1.8% |
| YTD | +38.0% | +21.7% | +16.3% | +19.3% |
| 1Y | +46.5% | +8.4% | +38.2% | +31.7% |
| 3Y | +2.5% | +23.6% | -21.1% | -29.4% |
| 5Y | -65.3% | -46.5% | -18.8% | -65.0% |
| All | +72.3% | +31.2% | +41.2% | -9.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling