+142.7%
ETSY vs VFC
-74.1%
+216.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.9% | -3.0% | -4.2% |
| 7D | -10.9% | +0.8% | -11.8% | -11.2% |
| 30D | -14.9% | -11.9% | -2.9% | -11.3% |
| 3M | +5.8% | -20.2% | +26.0% | +12.5% |
| 6M | +29.1% | -23.0% | +52.1% | +38.2% |
| YTD | +31.3% | -26.2% | +57.6% | +41.8% |
| 1Y | +25.1% | -13.3% | +38.5% | +26.6% |
| 3Y | +8.5% | -25.5% | +33.9% | -0.5% |
| 5Y | -66.1% | -78.1% | +12.0% | -48.9% |
| 10Y | +410.3% | -68.8% | +479.1% | +499.6% |
| All | +142.7% | -74.1% | +216.8% | +197.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded VFC 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling