+410.3%
ETSY vs VT
+221.4%
+188.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.5% | -4.3% | -4.1% |
| 7D | -10.9% | +1.0% | -11.9% | -12.2% |
| 30D | -14.9% | -0.2% | -14.6% | -14.7% |
| 3M | +5.8% | +4.5% | +1.3% | -1.3% |
| 6M | +29.1% | +14.1% | +15.1% | +5.8% |
| YTD | +31.3% | +14.8% | +16.6% | +6.6% |
| 1Y | +25.1% | +21.2% | +3.9% | -5.8% |
| 3Y | +8.5% | +76.6% | -68.1% | -53.5% |
| 5Y | -66.1% | +66.6% | -132.7% | -83.1% |
| 10Y | +410.3% | +222.3% | +188.0% | -3.6% |
| All | +410.3% | +221.4% | +188.9% | -3.6% |
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