-63.6%
ETSY vs VSXY
+37.7%
-101.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.5% | +1.3% | -1.4% |
| 7D | -12.9% | -10.7% | -2.2% | -10.8% |
| 30D | -11.5% | -24.3% | +12.8% | -5.8% |
| 3M | +3.5% | +1.0% | +2.5% | +2.3% |
| 6M | +27.6% | +57.4% | -29.7% | +8.9% |
| YTD | +28.4% | +39.8% | -11.4% | +12.0% |
| 1Y | +27.1% | +196.5% | -169.4% | -10.9% |
| 3Y | +6.0% | +357.2% | -351.2% | -44.8% |
| 5Y | -67.1% | +18.9% | -86.0% | -74.3% |
| All | -63.6% | +37.7% | -101.3% | -72.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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