+196.7%
ETSY vs VO
+199.8%
-3.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -1.0% | +3.1% | -4.1% | -5.3% |
| 30D | +7.3% | +2.2% | +5.1% | +4.2% |
| 3M | +10.3% | -2.5% | +12.8% | +14.0% |
| 6M | +55.1% | +7.0% | +48.1% | +40.9% |
| YTD | +60.5% | +14.0% | +46.5% | +33.3% |
| 1Y | +52.2% | +15.6% | +36.5% | +23.8% |
| 3Y | +40.8% | +66.2% | -25.4% | -31.0% |
| 5Y | -67.3% | +36.6% | -103.9% | -77.5% |
| 10Y | +659.4% | +199.0% | +460.4% | +101.4% |
| All | +196.7% | +199.8% | -3.1% | -30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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