-65.8%
ETSY vs VFC
-78.2%
+12.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.4% | -2.7% | +0.2% |
| 7D | -4.9% | -1.4% | -3.5% | -4.5% |
| 30D | -8.6% | -9.0% | +0.3% | -6.0% |
| 3M | +4.8% | -24.2% | +29.0% | +13.2% |
| 6M | +38.1% | -18.5% | +56.6% | +44.8% |
| YTD | +31.2% | -25.9% | +57.1% | +41.2% |
| 1Y | +22.1% | -13.0% | +35.1% | +23.2% |
| 3Y | +12.2% | -20.3% | +32.6% | -1.5% |
| All | -65.8% | -78.2% | +12.4% | -32.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling