+142.5%
ETSY vs VNQ
+81.8%
+60.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.0% |
| 7D | -4.9% | -1.3% | -3.6% | -3.8% |
| 30D | -8.6% | -2.6% | -6.0% | -6.5% |
| 3M | +4.8% | -2.0% | +6.8% | +6.7% |
| 6M | +38.1% | +4.3% | +33.8% | +32.8% |
| YTD | +31.2% | +9.2% | +22.0% | +21.2% |
| 1Y | +22.1% | +5.6% | +16.5% | +16.5% |
| 3Y | +12.2% | +30.8% | -18.6% | -11.3% |
| 5Y | -66.5% | +8.0% | -74.4% | -68.1% |
| 10Y | +433.4% | +63.7% | +369.7% | +245.7% |
| All | +142.5% | +81.8% | +60.7% | +41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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