+155.0%
ETSY vs VFC
-73.6%
+228.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +2.4% | -9.1% | -7.5% |
| 7D | -8.5% | -1.6% | -6.9% | -8.1% |
| 30D | -10.9% | -11.6% | +0.7% | -7.3% |
| 3M | +14.1% | -18.1% | +32.2% | +20.3% |
| 6M | +37.5% | -27.4% | +64.8% | +50.0% |
| YTD | +38.0% | -24.8% | +62.8% | +48.1% |
| 1Y | +46.5% | -8.2% | +54.8% | +45.5% |
| 3Y | +2.5% | -29.1% | +31.6% | -3.7% |
| 5Y | -65.3% | -79.2% | +13.9% | -46.7% |
| 10Y | +451.6% | -68.1% | +519.7% | +542.9% |
| All | +155.0% | -73.6% | +228.6% | +210.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling