+138.6%
ETSY vs ITOT
+314.0%
-175.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +1.5% |
| 7D | -12.7% | -2.0% | -10.7% | -10.1% |
| 30D | -9.9% | -2.0% | -8.0% | -7.5% |
| 3M | +4.2% | +4.5% | -0.4% | -2.5% |
| 6M | +34.2% | +12.6% | +21.5% | +13.1% |
| YTD | +29.1% | +12.0% | +17.1% | +9.8% |
| 1Y | +23.8% | +17.3% | +6.6% | -0.9% |
| 3Y | +6.6% | +75.2% | -68.6% | -52.9% |
| 5Y | -67.0% | +74.0% | -141.0% | -84.1% |
| 10Y | +424.9% | +298.6% | +126.2% | -13.9% |
| All | +138.6% | +314.0% | -175.4% | -65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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