+142.7%
ETSY vs VIG
+267.5%
-124.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.8% | -4.0% | -3.7% |
| 7D | -10.9% | -0.4% | -10.5% | -10.4% |
| 30D | -14.9% | -2.1% | -12.8% | -12.3% |
| 3M | +5.8% | +3.3% | +2.5% | +1.2% |
| 6M | +29.1% | +9.3% | +19.8% | +14.3% |
| YTD | +31.3% | +10.1% | +21.2% | +15.2% |
| 1Y | +25.1% | +14.7% | +10.4% | +4.1% |
| 3Y | +8.5% | +56.9% | -48.5% | -41.1% |
| 5Y | -66.1% | +62.9% | -129.0% | -81.5% |
| 10Y | +410.3% | +241.3% | +169.0% | +10.4% |
| All | +142.7% | +267.5% | -124.7% | -55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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