+142.5%
ETSY vs VYM
+230.8%
-88.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +24.1% |
| YTD | +31.2% | +14.9% | +16.3% | +11.9% |
| 1Y | +22.1% | +17.6% | +4.5% | +1.6% |
| 3Y | +12.2% | +65.3% | -53.1% | -35.9% |
| 5Y | -66.5% | +78.7% | -145.2% | -81.6% |
| 10Y | +433.4% | +208.2% | +225.2% | +52.7% |
| All | +142.5% | +230.8% | -88.2% | -41.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling