+199.8%
ETSY vs VT
+204.8%
-5.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -2.0% | -2.1% |
| 7D | +1.1% | -2.3% | +3.4% | +4.5% |
| 30D | +25.8% | -5.0% | +30.7% | +35.0% |
| 3M | +9.3% | -4.9% | +14.2% | +16.9% |
| 6M | +38.4% | -1.5% | +40.0% | +40.3% |
| YTD | +62.2% | +8.5% | +53.7% | +42.7% |
| 1Y | +58.3% | +11.4% | +47.0% | +34.4% |
| 3Y | +42.6% | +70.1% | -27.5% | -34.4% |
| 5Y | -65.4% | +53.7% | -119.2% | -80.5% |
| 10Y | +685.4% | +220.0% | +465.5% | +77.4% |
| All | +199.8% | +204.8% | -5.1% | -35.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling