+155.0%
ETSY vs VT
+224.1%
-69.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | 0.0% | -6.7% | -6.7% |
| 7D | -8.5% | +0.4% | -8.9% | -9.1% |
| 30D | -10.9% | +1.0% | -11.9% | -12.2% |
| 3M | +14.1% | +2.4% | +11.7% | +9.6% |
| 6M | +37.5% | +12.0% | +25.5% | +16.0% |
| YTD | +38.0% | +15.3% | +22.7% | +11.6% |
| 1Y | +46.5% | +22.6% | +24.0% | +9.2% |
| 3Y | +2.5% | +74.7% | -72.2% | -54.3% |
| 5Y | -65.3% | +66.1% | -131.4% | -82.3% |
| 10Y | +451.6% | +225.0% | +226.6% | +21.4% |
| All | +155.0% | +224.1% | -69.1% | -49.8% |
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