+12.2%
ETSY vs VFC
-25.2%
+37.5%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.4% | -2.7% | +0.7% |
| 7D | -4.9% | -1.4% | -3.5% | -4.6% |
| 30D | -8.6% | -9.0% | +0.3% | -6.8% |
| 3M | +4.8% | -24.2% | +29.0% | +10.7% |
| 6M | +38.1% | -18.5% | +56.6% | +43.0% |
| YTD | +31.2% | -25.9% | +57.1% | +38.4% |
| 1Y | +22.1% | -13.0% | +35.1% | +23.2% |
| 3Y | +12.2% | -20.3% | +32.6% | +3.1% |
| All | +12.2% | -25.2% | +37.5% | +3.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling