-46.2%
ETSY vs ROIV
+280.9%
-327.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.4% | +4.4% | +0.7% |
| 7D | -3.5% | +9.2% | -12.7% | -5.0% |
| 30D | +11.4% | +19.9% | -8.5% | +8.1% |
| 3M | +10.9% | +10.6% | +0.3% | +8.3% |
| 6M | +53.5% | +36.1% | +17.5% | +44.2% |
| YTD | +59.3% | +84.3% | -25.0% | +41.5% |
| 1Y | +38.2% | +87.6% | -49.4% | +22.2% |
| 3Y | +39.6% | +353.9% | -314.3% | +5.4% |
| 5Y | -67.6% | +376.1% | -443.6% | -79.1% |
| All | -46.2% | +280.9% | -327.0% | -60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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