etsy_returns.py

import yfinance as yf
import pandas as pd

etsy = yf.Ticker("ETSY")
hist = etsy.history(period="max", auto_adjust=True, rounding=False)
price = hist[["Close"]]

# resample by latest monthly price
monthly_price = price.resample('BM').last()

# calculate monthly returns
monthly_returns = monthly_price.pct_change().dropna()

# calculate excess monthly returns
excess_returns = (monthly_returns['Close'] - factors['RF']).dropna()

# convert to dataframe
excess_returns = pd.DataFrame(data=excess_returns.values,
                              index=excess_returns.index,
                              columns=["Returns"])

excess_returns_cum = excess_returns.cumsum()
excess_returns_cum.plot.line()