+424.6%
ETSY vs VYM
+209.2%
+215.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +1.0% | +0.9% |
| 7D | -4.9% | -0.8% | -4.1% | -4.0% |
| 30D | -8.6% | -2.2% | -6.4% | -6.2% |
| 3M | +4.8% | +3.1% | +1.7% | +1.3% |
| 6M | +38.1% | +9.7% | +28.4% | +24.2% |
| YTD | +31.2% | +14.9% | +16.3% | +12.0% |
| 1Y | +22.1% | +17.6% | +4.5% | +1.8% |
| 3Y | +12.2% | +65.3% | -53.1% | -35.6% |
| 5Y | -66.5% | +78.7% | -145.2% | -81.5% |
| All | +424.6% | +209.2% | +215.4% | +44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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