+656.6%
ETSY vs VT
+222.7%
+433.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.8% |
| 7D | -3.5% | +2.9% | -6.4% | -7.5% |
| 30D | +11.4% | -2.5% | +13.9% | +15.3% |
| 3M | +10.9% | -3.3% | +14.2% | +15.8% |
| 6M | +53.5% | +1.5% | +52.0% | +48.8% |
| YTD | +59.3% | +11.4% | +47.9% | +34.4% |
| 1Y | +38.2% | +11.9% | +26.3% | +15.9% |
| 3Y | +39.6% | +73.9% | -34.3% | -39.1% |
| 5Y | -67.6% | +57.9% | -125.4% | -82.7% |
| All | +656.6% | +222.7% | +433.9% | +32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling