+137.3%
ETSY vs VCLT
+24.5%
+112.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.0% |
| 7D | -12.9% | 0.0% | -12.9% | -12.9% |
| 30D | -11.5% | +0.1% | -11.6% | -11.6% |
| 3M | +3.5% | -2.9% | +6.4% | +7.1% |
| 6M | +27.6% | -4.0% | +31.6% | +33.8% |
| YTD | +28.4% | -2.2% | +30.7% | +32.2% |
| 1Y | +27.1% | -2.6% | +29.7% | +31.7% |
| 3Y | +6.0% | +12.3% | -6.2% | -6.1% |
| 5Y | -67.1% | -16.4% | -50.8% | -60.7% |
| 10Y | +421.9% | +18.1% | +403.9% | +404.4% |
| All | +137.3% | +24.5% | +112.8% | +138.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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