+142.7%
ETSY vs VMC
+239.3%
-96.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.6% | -3.2% | -4.1% |
| 7D | -10.9% | -0.5% | -10.4% | -10.7% |
| 30D | -14.9% | -9.1% | -5.8% | -11.5% |
| 3M | +5.8% | -4.1% | +9.9% | +7.4% |
| 6M | +29.1% | -5.5% | +34.6% | +31.2% |
| YTD | +31.3% | -8.9% | +40.3% | +35.7% |
| 1Y | +25.1% | -12.9% | +38.1% | +31.5% |
| 3Y | +8.5% | +22.1% | -13.7% | -2.7% |
| 5Y | -66.1% | +52.7% | -118.8% | -71.8% |
| 10Y | +410.3% | +152.7% | +257.6% | +233.6% |
| All | +142.7% | +239.3% | -96.5% | +39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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